+246.3%
HPE vs EOG
+22.6%
+223.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.6% | -6.3% |
| 7D | +1.4% | +1.0% | +0.4% | +1.1% |
| 30D | +1.5% | +2.8% | -1.3% | +0.5% |
| 3M | +21.7% | +5.9% | +15.8% | +18.6% |
| 6M | +164.2% | +17.1% | +147.1% | +145.5% |
| YTD | +132.1% | +43.9% | +88.1% | +98.1% |
| 1Y | +130.6% | +26.9% | +103.8% | +107.1% |
| All | +246.3% | +22.6% | +223.7% | +202.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling