-58.8%
EOSE vs HBM
+536.7%
-595.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | +15.0% | +5.5% | +9.4% | +11.9% |
| 30D | +2.5% | +3.3% | -0.8% | +1.1% |
| 3M | -33.7% | +12.7% | -46.4% | -37.7% |
| 6M | -32.7% | +28.2% | -60.9% | -40.7% |
| YTD | -63.8% | +45.3% | -109.1% | -70.4% |
| 1Y | -40.5% | +121.7% | -162.3% | -60.0% |
| 3Y | +50.4% | +523.5% | -473.2% | -37.7% |
| 5Y | -68.6% | +393.9% | -462.5% | -86.4% |
| All | -58.8% | +536.7% | -595.5% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling