+228.7%
HL vs EOG
+169.9%
+58.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -4.4% | +1.5% | -5.8% | -4.9% |
| 30D | +9.3% | +2.9% | +6.4% | +8.0% |
| 3M | +32.0% | +8.7% | +23.2% | +26.2% |
| 6M | -6.4% | +12.9% | -19.3% | -13.6% |
| YTD | +3.1% | +43.8% | -40.7% | -15.7% |
| 1Y | +77.6% | +27.1% | +50.5% | +53.5% |
| 3Y | +392.8% | +25.9% | +366.9% | +317.1% |
| All | +228.7% | +169.9% | +58.8% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling