-47.1%
EOSE vs HIG
+5.1%
-52.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.2% | +12.0% | +10.0% |
| 7D | +19.0% | +0.3% | +18.7% | +19.4% |
| 30D | +1.6% | -3.2% | +4.8% | +0.2% |
| 3M | -52.0% | +9.1% | -61.1% | -49.3% |
| 6M | -42.5% | -1.8% | -40.7% | -40.7% |
| YTD | -66.1% | +1.8% | -67.9% | -64.3% |
| 1Y | -47.1% | +4.6% | -51.7% | -46.0% |
| All | -47.1% | +5.1% | -52.2% | -46.0% |
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