+32.6%
HD vs EOG
+35.1%
-2.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.9% |
| 7D | +3.6% | -6.0% | +9.6% | +3.7% |
| 30D | +21.6% | +0.9% | +20.7% | +21.3% |
| 3M | +0.1% | +10.9% | -10.8% | -0.4% |
| 6M | +13.0% | +15.8% | -2.8% | +11.5% |
| YTD | +4.9% | +45.8% | -40.9% | -1.9% |
| 1Y | -2.1% | +45.3% | -47.4% | -8.5% |
| 3Y | +32.6% | +36.2% | -3.6% | +23.7% |
| All | +32.6% | +35.1% | -2.5% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling