+118.9%
EOG vs HUM
+152.7%
-33.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.3% | -0.5% |
| 7D | +1.5% | +2.1% | -0.6% | +1.1% |
| 30D | +2.9% | +5.4% | -2.4% | +1.9% |
| 3M | +8.7% | +11.4% | -2.7% | +6.2% |
| 6M | +12.9% | +141.5% | -128.6% | -5.7% |
| YTD | +43.8% | +61.2% | -17.4% | +29.1% |
| 1Y | +27.1% | +49.2% | -22.1% | +15.2% |
| 3Y | +25.9% | -9.0% | +34.9% | +25.4% |
| 5Y | +177.9% | +7.2% | +170.8% | +151.5% |
| All | +118.9% | +152.7% | -33.8% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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