+116.4%
HPE vs EOG
+45.9%
+70.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.2% | -0.4% | -5.6% |
| 7D | -17.0% | -8.6% | -8.4% | -16.9% |
| 30D | -26.7% | +2.8% | -29.5% | -26.4% |
| 3M | -4.1% | +3.2% | -7.3% | -3.9% |
| 6M | +75.4% | +5.3% | +70.1% | +75.7% |
| YTD | +111.0% | +44.5% | +66.5% | +94.1% |
| 1Y | +116.4% | +44.2% | +72.3% | +98.8% |
| All | +116.4% | +45.9% | +70.5% | +98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling