-58.8%
EOSE vs HRB
+220.6%
-279.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.4% |
| 7D | +15.0% | -10.6% | +25.6% | +15.6% |
| 30D | +2.5% | -0.8% | +3.3% | +2.2% |
| 3M | -33.7% | +19.1% | -52.8% | -35.1% |
| 6M | -32.7% | +48.7% | -81.4% | -36.8% |
| YTD | -63.8% | +7.1% | -70.9% | -64.0% |
| 1Y | -40.5% | -8.3% | -32.2% | -39.5% |
| 3Y | +50.4% | +25.8% | +24.5% | +39.0% |
| 5Y | -68.6% | +111.1% | -179.7% | -72.9% |
| All | -58.8% | +220.6% | -279.4% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling