-60.8%
EOSE vs USHY
+33.3%
-94.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.1% |
| 7D | +1.8% | -0.7% | +2.5% | +5.1% |
| 30D | -6.8% | -0.7% | -6.2% | -3.7% |
| 3M | -36.3% | +0.1% | -36.3% | -35.8% |
| 6M | -38.8% | +1.8% | -40.5% | -41.6% |
| YTD | -65.5% | +1.8% | -67.3% | -66.8% |
| 1Y | -45.3% | +3.3% | -48.6% | -49.8% |
| 3Y | +44.2% | +27.0% | +17.2% | -38.8% |
| 5Y | -69.5% | +21.0% | -90.5% | -80.3% |
| All | -60.8% | +33.3% | -94.0% | -72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling