+7.5%
HWM vs EOG
+47.9%
-40.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.7% |
| 7D | +5.0% | +4.6% | +0.4% | +6.3% |
| 30D | +1.5% | +2.9% | -1.3% | +2.2% |
| 3M | -20.3% | +8.0% | -28.3% | -18.4% |
| 6M | -18.0% | +17.0% | -35.0% | -13.1% |
| YTD | +9.5% | +51.1% | -41.6% | +15.3% |
| 1Y | +7.5% | +45.1% | -37.6% | +12.1% |
| All | +7.5% | +47.9% | -40.4% | +12.1% |
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