+433.7%
EOG vs XHB
+167.3%
+266.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.3% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | +7.9% | -9.1% | +17.0% | +12.6% |
| 3M | +4.5% | -2.3% | +6.8% | +4.0% |
| 6M | +12.3% | -4.1% | +16.4% | +11.2% |
| YTD | +41.9% | -1.7% | +43.6% | +38.1% |
| 1Y | +27.8% | -15.1% | +43.0% | +33.4% |
| 3Y | +21.8% | +26.8% | -5.0% | -0.5% |
| 5Y | +174.0% | +37.3% | +136.7% | +105.9% |
| 10Y | +110.4% | +205.7% | -95.3% | +1.7% |
| All | +433.7% | +167.3% | +266.4% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling