+31,139.8%
HD vs EOG
+7,415.7%
+23,724.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.0% |
| 7D | -2.1% | +1.3% | -3.3% | -2.3% |
| 30D | -8.4% | +8.2% | -16.6% | -9.7% |
| 3M | +4.3% | +3.8% | +0.5% | +3.2% |
| 6M | -11.1% | +15.3% | -26.5% | -14.0% |
| YTD | -4.7% | +41.7% | -46.4% | -11.0% |
| 1Y | -19.8% | +23.6% | -43.4% | -23.5% |
| 3Y | +4.1% | +23.3% | -19.2% | -1.6% |
| 5Y | +10.3% | +170.4% | -160.1% | -11.3% |
| 10Y | +203.2% | +125.5% | +77.6% | +132.5% |
| All | +31,139.8% | +7,415.7% | +23,724.1% | +13,522.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling