+211.1%
BHP vs EOSE
-58.6%
+269.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.5% |
| 7D | +0.9% | +15.0% | -14.1% | 0.0% |
| 30D | +4.0% | +2.5% | +1.6% | +3.6% |
| 3M | +11.3% | -33.7% | +45.0% | +13.1% |
| 6M | +29.3% | -32.7% | +62.1% | +30.6% |
| YTD | +59.2% | -63.8% | +123.0% | +64.3% |
| 1Y | +80.8% | -40.5% | +121.4% | +80.4% |
| 3Y | +88.0% | +50.4% | +37.6% | +70.2% |
| 5Y | +126.6% | -68.6% | +195.2% | +105.5% |
| All | +211.1% | -58.6% | +269.8% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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