+563.1%
HPE vs EOG
+121.1%
+442.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.5% | +12.5% |
| 7D | +19.4% | +1.5% | +17.9% | +18.8% |
| 30D | +5.6% | +2.9% | +2.7% | +4.4% |
| 3M | +33.1% | +8.7% | +24.3% | +28.0% |
| 6M | +192.5% | +12.9% | +179.6% | +176.4% |
| YTD | +160.9% | +43.8% | +117.1% | +125.6% |
| 1Y | +155.0% | +27.1% | +127.9% | +130.1% |
| 3Y | +289.4% | +25.9% | +263.5% | +247.8% |
| 5Y | +395.7% | +177.9% | +217.7% | +215.8% |
| All | +563.1% | +121.1% | +442.0% | +286.8% |
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 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