+203.4%
HD vs EOG
+121.2%
+82.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -3.9% | +1.0% | -4.9% | -4.0% |
| 30D | -13.1% | +2.8% | -16.0% | -13.5% |
| 3M | -3.4% | +5.9% | -9.3% | -4.7% |
| 6M | -12.6% | +17.1% | -29.6% | -15.4% |
| YTD | -9.2% | +43.9% | -53.2% | -15.5% |
| 1Y | -23.9% | +26.9% | -50.8% | -27.7% |
| 3Y | +0.4% | +23.6% | -23.1% | -5.0% |
| 5Y | +4.5% | +178.1% | -173.6% | -17.1% |
| All | +203.4% | +121.2% | +82.1% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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