-60.8%
EOSE vs HUBB
+244.4%
-305.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -2.4% |
| 7D | +1.8% | -0.1% | +1.9% | +1.9% |
| 30D | -6.8% | -10.0% | +3.1% | +1.7% |
| 3M | -36.3% | -1.6% | -34.7% | -34.9% |
| 6M | -38.8% | -3.1% | -35.7% | -37.6% |
| YTD | -65.5% | +4.6% | -70.1% | -66.5% |
| 1Y | -45.3% | +3.3% | -48.6% | -45.9% |
| 3Y | +44.2% | +46.6% | -2.4% | +4.3% |
| 5Y | -69.5% | +158.7% | -228.2% | -86.7% |
| All | -60.8% | +244.4% | -305.2% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling