+252.1%
HPE vs CEG
+717.3%
-465.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.9% | -9.4% | -5.8% |
| 7D | -0.6% | +8.0% | -8.6% | -2.8% |
| 30D | -2.3% | +12.9% | -15.2% | -5.6% |
| 3M | -2.9% | +13.2% | -16.0% | -6.2% |
| 6M | +143.6% | -7.0% | +150.6% | +145.1% |
| YTD | +118.5% | -15.0% | +133.5% | +124.3% |
| 1Y | +129.2% | -2.7% | +131.9% | +125.0% |
| 3Y | +212.5% | +184.1% | +28.5% | +118.7% |
| All | +252.1% | +717.3% | -465.2% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling