-60.8%
EOSE vs HRB
+220.5%
-281.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +1.8% | -8.0% | +9.8% | +2.3% |
| 30D | -6.8% | -16.0% | +9.1% | -5.8% |
| 3M | -36.3% | +26.9% | -63.2% | -38.1% |
| 6M | -38.8% | +51.1% | -89.9% | -42.6% |
| YTD | -65.5% | +7.1% | -72.6% | -65.8% |
| 1Y | -45.3% | -9.6% | -35.7% | -44.2% |
| 3Y | +44.2% | +25.4% | +18.8% | +33.4% |
| 5Y | -69.5% | +114.9% | -184.4% | -73.8% |
| All | -60.8% | +220.5% | -281.2% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling