+59.2%
HAL vs EOSE
-82.3%
+141.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.4% | +2.9% |
| 7D | +6.1% | +9.8% | -3.7% | +5.6% |
| 30D | +2.9% | -2.1% | +4.9% | +2.6% |
| 3M | +3.3% | -54.1% | +57.4% | +6.4% |
| 6M | -16.9% | -76.9% | +60.0% | -12.2% |
| YTD | +21.2% | -83.3% | +104.5% | +28.1% |
| 1Y | +27.5% | -87.4% | +115.0% | +36.5% |
| 3Y | -6.4% | +61.9% | -68.3% | -20.4% |
| All | +59.2% | -82.3% | +141.4% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling