+211.4%
HAL vs EOSE
-60.6%
+272.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -3.3% | +1.8% | -5.1% | -3.4% |
| 30D | +8.2% | -6.8% | +15.0% | +8.3% |
| 3M | -9.4% | -36.3% | +26.8% | -8.1% |
| 6M | +0.6% | -38.8% | +39.4% | +1.4% |
| YTD | +28.6% | -65.5% | +94.1% | +32.0% |
| 1Y | +63.9% | -45.3% | +109.2% | +62.7% |
| 3Y | -7.1% | +44.2% | -51.3% | -18.4% |
| 5Y | +102.3% | -69.5% | +171.8% | +73.6% |
| All | +211.4% | -60.6% | +272.1% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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