-60.8%
EOSE vs HBM
+485.9%
-546.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +1.8% | -3.3% | +5.1% | +3.7% |
| 30D | -6.8% | -4.8% | -2.0% | -4.2% |
| 3M | -36.3% | -0.4% | -35.9% | -36.2% |
| 6M | -38.8% | +17.9% | -56.6% | -43.6% |
| YTD | -65.5% | +33.7% | -99.2% | -70.6% |
| 1Y | -45.3% | +95.6% | -140.9% | -60.8% |
| 3Y | +44.2% | +458.1% | -414.0% | -37.0% |
| 5Y | -69.5% | +329.0% | -398.5% | -86.0% |
| All | -60.8% | +485.9% | -546.7% | -77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling