-58.8%
EOSE vs XHB
+96.9%
-155.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -1.9% |
| 7D | +15.0% | -1.9% | +16.9% | +17.0% |
| 30D | +2.5% | -8.3% | +10.8% | +12.6% |
| 3M | -33.7% | -7.1% | -26.6% | -28.9% |
| 6M | -32.7% | -5.3% | -27.5% | -29.2% |
| YTD | -63.8% | -3.2% | -60.6% | -63.5% |
| 1Y | -40.5% | -13.9% | -26.7% | -32.1% |
| 3Y | +50.4% | +24.9% | +25.4% | +3.5% |
| 5Y | -68.6% | +34.5% | -103.1% | -81.5% |
| All | -58.8% | +96.9% | -155.7% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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