+2,768.0%
HPQ vs EOG
+7,424.5%
-4,656.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -0.5% | -2.0% | +1.5% | 0.0% |
| 30D | +3.7% | +7.9% | -4.2% | +1.8% |
| 3M | +24.3% | +4.5% | +19.8% | +22.6% |
| 6M | +64.8% | +12.3% | +52.5% | +59.4% |
| YTD | +43.9% | +41.9% | +2.0% | +31.6% |
| 1Y | +11.7% | +27.8% | -16.2% | +4.4% |
| 3Y | +19.7% | +21.8% | -2.1% | +12.4% |
| 5Y | +32.2% | +174.0% | -141.8% | +1.0% |
| 10Y | +198.9% | +110.4% | +88.6% | +124.2% |
| All | +2,768.0% | +7,424.5% | -4,656.5% | +1,191.8% |
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 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