-84.8%
EOSE vs HIG
+12.7%
-97.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.4% | +10.3% | +14.9% |
| 7D | +9.7% | +6.2% | +3.5% | +16.6% |
| 30D | -34.6% | +9.4% | -44.0% | -28.0% |
| 3M | -50.8% | -2.3% | -48.5% | -51.2% |
| 6M | -66.5% | +4.2% | -70.6% | -64.6% |
| YTD | -81.3% | +1.6% | -82.9% | -80.0% |
| 1Y | -84.8% | +9.9% | -94.7% | -85.5% |
| All | -84.8% | +12.7% | -97.6% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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