+1,773.8%
HWM vs EOG
+119.2%
+1,654.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | -2.1% | +1.3% | -3.4% | -2.7% |
| 30D | -11.0% | +8.2% | -19.2% | -13.9% |
| 3M | +4.0% | +3.8% | +0.2% | +1.4% |
| 6M | -0.2% | +15.3% | -15.5% | -8.2% |
| YTD | +26.7% | +41.7% | -15.1% | +6.3% |
| 1Y | +44.7% | +23.6% | +21.2% | +28.3% |
| 3Y | +426.1% | +23.3% | +402.8% | +356.1% |
| 5Y | +738.5% | +170.4% | +568.1% | +371.2% |
| All | +1,773.8% | +119.2% | +1,654.6% | +897.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling