+1,490.9%
HWM vs EOG
+136.8%
+1,354.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.9% |
| 7D | +11.1% | +7.4% | +3.7% | +8.1% |
| 30D | +3.0% | +2.3% | +0.7% | +1.7% |
| 3M | -20.7% | +9.5% | -30.2% | -24.1% |
| 6M | -17.2% | +17.7% | -34.9% | -23.9% |
| YTD | +9.1% | +52.9% | -43.8% | -11.8% |
| 1Y | +9.0% | +47.7% | -38.6% | -10.7% |
| 3Y | +353.8% | +41.1% | +312.7% | +271.1% |
| 5Y | +608.0% | +108.2% | +499.8% | +353.5% |
| All | +1,490.9% | +136.8% | +1,354.1% | +711.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling