+36.7%
HAS vs EOSE
-60.2%
+96.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +1.5% |
| 7D | -3.1% | +14.0% | -17.1% | -3.6% |
| 30D | -6.4% | -5.9% | -0.5% | -6.4% |
| 3M | +10.4% | -34.3% | +44.7% | +11.7% |
| 6M | -3.7% | -37.8% | +34.1% | -3.1% |
| YTD | +12.5% | -65.2% | +77.6% | +14.9% |
| 1Y | +19.8% | -41.9% | +61.8% | +18.4% |
| 3Y | +46.0% | +44.6% | +1.4% | +31.0% |
| 5Y | +12.5% | -69.2% | +81.7% | -3.6% |
| All | +36.7% | -60.2% | +96.9% | +21.7% |
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 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