-84.8%
EOSE vs HBM
+47.3%
-132.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.6% | +9.0% | +10.0% |
| 7D | +9.7% | -5.8% | +15.6% | +14.6% |
| 30D | -34.6% | -18.5% | -16.1% | -23.9% |
| 3M | -50.8% | -10.3% | -40.5% | -46.6% |
| 6M | -66.5% | +2.1% | -68.6% | -66.1% |
| YTD | -81.3% | +12.0% | -93.4% | -84.1% |
| 1Y | -84.8% | +49.8% | -134.6% | -90.7% |
| All | -84.8% | +47.3% | -132.1% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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