+51.0%
HPQ vs EOG
+169.9%
-118.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.1% | +8.5% | +8.4% |
| 7D | +9.8% | +1.5% | +8.3% | +9.3% |
| 30D | +22.4% | +2.9% | +19.4% | +21.2% |
| 3M | +45.2% | +8.7% | +36.4% | +41.1% |
| 6M | +96.4% | +12.9% | +83.5% | +88.1% |
| YTD | +65.4% | +43.8% | +21.6% | +46.6% |
| 1Y | +31.6% | +27.1% | +4.5% | +21.0% |
| 3Y | +37.0% | +25.9% | +11.1% | +25.0% |
| All | +51.0% | +169.9% | -118.9% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling