-47.1%
EOSE vs HUBB
+8.5%
-55.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.1% | +10.7% | +10.7% |
| 7D | +19.0% | +0.5% | +18.5% | +18.5% |
| 30D | +1.6% | -10.0% | +11.6% | +14.0% |
| 3M | -52.0% | -4.8% | -47.2% | -49.3% |
| 6M | -42.5% | -5.6% | -37.0% | -42.1% |
| YTD | -66.1% | +4.7% | -70.8% | -69.9% |
| 1Y | -47.1% | +6.7% | -53.8% | -55.6% |
| All | -47.1% | +8.5% | -55.6% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling