-58.8%
EOSE vs PHM
+202.1%
-260.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -2.9% |
| 7D | +15.0% | -3.9% | +18.8% | +17.5% |
| 30D | +2.5% | -8.6% | +11.0% | +8.2% |
| 3M | -33.7% | -2.9% | -30.8% | -33.6% |
| 6M | -32.7% | -5.7% | -27.0% | -31.5% |
| YTD | -63.8% | +1.9% | -65.6% | -65.5% |
| 1Y | -40.5% | -12.3% | -28.2% | -37.8% |
| 3Y | +50.4% | +50.8% | -0.4% | +0.6% |
| 5Y | -68.6% | +157.3% | -225.9% | -86.5% |
| All | -58.8% | +202.1% | -260.9% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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