-58.8%
EOSE vs HIG
+292.7%
-351.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.8% |
| 7D | +15.0% | -0.5% | +15.4% | +14.9% |
| 30D | +2.5% | -2.8% | +5.3% | +3.2% |
| 3M | -33.7% | +6.3% | -40.1% | -36.5% |
| 6M | -32.7% | -0.1% | -32.6% | -33.9% |
| YTD | -63.8% | +0.4% | -64.2% | -64.8% |
| 1Y | -40.5% | +6.2% | -46.8% | -44.0% |
| 3Y | +50.4% | +101.6% | -51.3% | -4.4% |
| 5Y | -68.6% | +119.8% | -188.4% | -80.2% |
| All | -58.8% | +292.7% | -351.5% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling