+138.4%
HLT vs EOG
+169.9%
-31.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.6% | +1.5% | -3.1% | -1.8% |
| 30D | -5.0% | +2.9% | -8.0% | -5.5% |
| 3M | -10.4% | +8.7% | -19.1% | -12.0% |
| 6M | +3.2% | +12.9% | -9.7% | 0.0% |
| YTD | +6.7% | +43.8% | -37.1% | -2.4% |
| 1Y | +10.3% | +27.1% | -16.8% | +3.6% |
| 3Y | +99.3% | +25.9% | +73.4% | +85.3% |
| All | +138.4% | +169.9% | -31.5% | +79.1% |
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