+634.9%
HLT vs EOG
+165.4%
+469.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.6% | +1.5% | -3.1% | -2.0% |
| 30D | -5.0% | +2.9% | -8.0% | -5.8% |
| 3M | -10.4% | +8.7% | -19.1% | -12.8% |
| 6M | +3.2% | +12.9% | -9.7% | -1.2% |
| YTD | +6.7% | +43.8% | -37.1% | -4.5% |
| 1Y | +10.3% | +27.1% | -16.8% | +1.8% |
| 3Y | +99.3% | +25.9% | +73.4% | +81.8% |
| 5Y | +143.7% | +177.9% | -34.2% | +71.7% |
| 10Y | +584.7% | +119.7% | +465.1% | +347.0% |
| All | +634.9% | +165.4% | +469.5% | +331.5% |
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