+677.7%
HPE vs EOG
+134.3%
+543.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.1% | +7.6% | +7.7% |
| 7D | +10.1% | -2.0% | +12.2% | +10.9% |
| 30D | +5.3% | +7.9% | -2.6% | +2.3% |
| 3M | +12.7% | +4.5% | +8.2% | +9.8% |
| 6M | +167.7% | +12.3% | +155.4% | +153.2% |
| YTD | +135.5% | +41.9% | +93.6% | +104.2% |
| 1Y | +143.4% | +27.8% | +115.5% | +118.8% |
| 3Y | +249.2% | +21.8% | +227.4% | +215.0% |
| 5Y | +343.8% | +174.0% | +169.8% | +182.7% |
| 10Y | +495.9% | +110.4% | +385.5% | +251.0% |
| All | +677.7% | +134.3% | +543.4% | +319.2% |
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