+118.9%
EOG vs XHB
+215.4%
-96.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.8% |
| 7D | +1.5% | -4.6% | +6.1% | +3.5% |
| 30D | +2.9% | -9.1% | +12.1% | +7.0% |
| 3M | +8.7% | -8.6% | +17.3% | +11.6% |
| 6M | +12.9% | -4.0% | +16.9% | +11.6% |
| YTD | +43.8% | -3.9% | +47.8% | +41.4% |
| 1Y | +27.1% | -16.5% | +43.5% | +33.5% |
| 3Y | +25.9% | +22.6% | +3.3% | +3.1% |
| 5Y | +177.9% | +33.9% | +144.0% | +107.7% |
| All | +118.9% | +215.4% | -96.5% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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