+108.2%
EOG vs USHY
+49.7%
+58.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | -0.7% | +2.2% | +2.7% |
| 30D | +2.9% | -0.7% | +3.6% | +4.1% |
| 3M | +8.7% | +0.1% | +8.7% | +8.4% |
| 6M | +12.9% | +1.8% | +11.1% | +8.6% |
| YTD | +43.8% | +1.8% | +42.1% | +38.2% |
| 1Y | +27.1% | +3.3% | +23.8% | +18.8% |
| 3Y | +25.9% | +27.0% | -1.1% | -18.7% |
| 5Y | +177.9% | +21.0% | +156.9% | +100.7% |
| All | +108.2% | +49.7% | +58.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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