-69.6%
EOSE vs HRB
+114.1%
-183.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +1.8% | -8.0% | +9.8% | +2.1% |
| 30D | -6.8% | -16.0% | +9.1% | -6.0% |
| 3M | -36.3% | +26.9% | -63.2% | -37.9% |
| 6M | -38.8% | +51.1% | -89.9% | -42.4% |
| YTD | -65.5% | +7.1% | -72.6% | -65.6% |
| 1Y | -45.3% | -9.6% | -35.7% | -43.8% |
| 3Y | +44.2% | +25.4% | +18.8% | +32.6% |
| All | -69.6% | +114.1% | -183.7% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling