+389.9%
HWM vs EOG
+21.8%
+368.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.1% | -10.8% | -10.7% |
| 7D | -9.2% | -2.0% | -7.1% | -9.0% |
| 30D | -17.9% | +7.9% | -25.7% | -18.7% |
| 3M | -6.0% | +4.5% | -10.5% | -6.8% |
| 6M | -7.4% | +12.3% | -19.7% | -10.6% |
| YTD | +13.1% | +41.9% | -28.8% | +1.3% |
| 1Y | +29.3% | +27.8% | +1.5% | +19.6% |
| 3Y | +389.9% | +21.8% | +368.1% | +358.9% |
| All | +389.9% | +21.8% | +368.1% | +358.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling