+133.0%
EOG vs HST
+133.9%
-0.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.7% |
| 7D | +7.4% | +3.6% | +3.8% | +5.6% |
| 30D | +2.3% | +9.9% | -7.6% | -2.5% |
| 3M | +9.5% | +12.9% | -3.5% | +2.9% |
| 6M | +17.7% | +22.9% | -5.2% | +5.0% |
| YTD | +52.9% | +52.4% | +0.5% | +21.2% |
| 1Y | +47.7% | +52.5% | -4.9% | +16.7% |
| 3Y | +41.1% | +87.4% | -46.3% | -2.6% |
| 5Y | +108.2% | +82.9% | +25.3% | +38.0% |
| All | +133.0% | +133.9% | -0.9% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling