-58.8%
EOSE vs HUBB
+240.4%
-299.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -1.8% |
| 7D | +15.0% | +1.1% | +13.9% | +14.0% |
| 30D | +2.5% | -9.6% | +12.1% | +11.6% |
| 3M | -33.7% | -6.2% | -27.5% | -29.6% |
| 6M | -32.7% | -6.2% | -26.6% | -29.7% |
| YTD | -63.8% | +3.4% | -67.1% | -64.4% |
| 1Y | -40.5% | +5.3% | -45.9% | -42.0% |
| 3Y | +50.4% | +44.4% | +6.0% | +10.2% |
| 5Y | -68.6% | +152.4% | -220.9% | -86.1% |
| All | -58.8% | +240.4% | -299.2% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling