+46.2%
HAS vs EOSE
+36.5%
+9.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.8% | -13.2% | -2.8% |
| 7D | -3.1% | +41.4% | -44.5% | -4.4% |
| 30D | -2.7% | +3.6% | -6.3% | -3.0% |
| 3M | +8.9% | -35.7% | +44.6% | +10.3% |
| 6M | -2.9% | -29.9% | +26.9% | -2.8% |
| YTD | +12.6% | -62.5% | +75.1% | +14.5% |
| 1Y | +17.5% | -37.4% | +54.9% | +15.2% |
| 3Y | +46.2% | +55.8% | -9.6% | +28.4% |
| All | +46.2% | +36.5% | +9.7% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling