+44.2%
EOG vs PH
+20.3%
+23.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.7% | -1.5% | -6.1% |
| 7D | -8.6% | -0.2% | -8.4% | -8.5% |
| 30D | +2.8% | -6.7% | +9.5% | +1.2% |
| 3M | +3.2% | -8.1% | +11.3% | +1.2% |
| 6M | +5.3% | +5.3% | 0.0% | +7.6% |
| YTD | +44.5% | +4.2% | +40.3% | +44.9% |
| 1Y | +44.2% | +19.3% | +24.8% | +44.2% |
| All | +44.2% | +20.3% | +23.8% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling