+4.4%
HWM vs EOG
+45.9%
-41.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.2% | +0.9% | -5.9% |
| 7D | +9.4% | -8.6% | +18.0% | +6.3% |
| 30D | -7.0% | +2.8% | -9.7% | -6.2% |
| 3M | -25.9% | +3.2% | -29.0% | -25.0% |
| 6M | -10.8% | +5.3% | -16.1% | -8.3% |
| YTD | +4.3% | +44.5% | -40.2% | +8.5% |
| 1Y | +4.4% | +44.2% | -39.8% | +8.3% |
| All | +4.4% | +45.9% | -41.5% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling