+44.2%
EOSE vs HIG
+101.1%
-57.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +1.8% | -1.5% | +3.3% | +1.9% |
| 30D | -6.8% | -0.4% | -6.5% | -6.9% |
| 3M | -36.3% | +6.7% | -43.0% | -37.6% |
| 6M | -38.8% | +2.0% | -40.7% | -39.3% |
| YTD | -65.5% | +0.3% | -65.8% | -65.8% |
| 1Y | -45.3% | +4.2% | -49.5% | -46.8% |
| 3Y | +44.2% | +102.2% | -58.1% | -19.7% |
| All | +44.2% | +101.1% | -57.0% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling