+645.2%
HWM vs EOG
+179.2%
+466.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.2% |
| 7D | -8.0% | -1.3% | -6.7% | -7.8% |
| 30D | -18.0% | +3.4% | -21.4% | -18.7% |
| 3M | -9.5% | +7.8% | -17.3% | -11.5% |
| 6M | -8.4% | +13.4% | -21.7% | -12.6% |
| YTD | +13.6% | +43.5% | -29.9% | +0.6% |
| 1Y | +30.2% | +29.7% | +0.6% | +18.7% |
| 3Y | +392.2% | +23.2% | +369.0% | +349.9% |
| 5Y | +645.2% | +176.4% | +468.8% | +369.5% |
| All | +645.2% | +179.2% | +466.0% | +369.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling