-45.3%
EOSE vs USHY
+3.5%
-48.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.3% |
| 7D | +1.8% | -0.7% | +2.5% | +10.9% |
| 30D | -6.8% | -0.7% | -6.2% | +1.7% |
| 3M | -36.3% | +0.1% | -36.3% | -35.7% |
| 6M | -38.8% | +1.8% | -40.5% | -46.8% |
| YTD | -65.5% | +1.8% | -67.3% | -69.5% |
| 1Y | -45.3% | +3.3% | -48.6% | -62.3% |
| All | -45.3% | +3.5% | -48.8% | -62.3% |
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