+119.1%
EOG vs HST
+101.1%
+18.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +3.4% | -2.8% | +6.1% | +4.7% |
| 3M | +7.8% | -6.5% | +14.3% | +10.4% |
| 6M | +13.4% | +20.7% | -7.4% | +1.5% |
| YTD | +43.5% | +30.5% | +13.0% | +23.1% |
| 1Y | +29.7% | +36.8% | -7.1% | +8.0% |
| 3Y | +23.2% | +65.9% | -42.7% | -9.9% |
| 5Y | +176.4% | +73.9% | +102.5% | +87.1% |
| 10Y | +119.1% | +107.0% | +12.1% | +34.3% |
| All | +119.1% | +101.1% | +18.0% | +34.3% |
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