-84.8%
EOSE vs USHY
+1.9%
-86.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.7% | +12.0% | +4.5% |
| 7D | +9.7% | -0.2% | +9.9% | +13.2% |
| 30D | -34.6% | +0.7% | -35.2% | -37.8% |
| 3M | -50.8% | -2.2% | -48.6% | -34.0% |
| 6M | -66.5% | -0.9% | -65.6% | -60.4% |
| YTD | -81.3% | +0.2% | -81.5% | -79.2% |
| 1Y | -84.8% | +1.7% | -86.6% | -87.3% |
| All | -84.8% | +1.9% | -86.7% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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