+132.3%
HON vs EOG
+121.1%
+11.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.5% | +1.5% | -5.0% | -3.8% |
| 30D | -13.8% | +2.9% | -16.7% | -14.4% |
| 3M | -11.7% | +8.7% | -20.4% | -13.9% |
| 6M | -18.7% | +12.9% | -31.6% | -22.1% |
| YTD | +0.2% | +43.8% | -43.6% | -10.0% |
| 1Y | -3.1% | +27.1% | -30.1% | -10.2% |
| 3Y | +17.0% | +25.9% | -8.9% | +7.0% |
| 5Y | +2.0% | +177.9% | -175.9% | -28.4% |
| All | +132.3% | +121.1% | +11.2% | +50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling