-60.4%
EOSE vs USHY
+33.2%
-93.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -1.6% |
| 7D | +14.0% | -0.7% | +14.7% | +18.0% |
| 30D | -5.9% | -0.5% | -5.4% | -3.3% |
| 3M | -34.3% | +0.5% | -34.8% | -35.2% |
| 6M | -37.8% | +1.5% | -39.3% | -39.9% |
| YTD | -65.2% | +1.7% | -66.9% | -66.5% |
| 1Y | -41.9% | +3.5% | -45.5% | -47.3% |
| 3Y | +44.6% | +27.2% | +17.4% | -39.0% |
| 5Y | -69.2% | +21.0% | -90.2% | -80.1% |
| All | -60.4% | +33.2% | -93.6% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling