+47.7%
HAS vs EOSE
-82.3%
+130.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.0% |
| 7D | +1.4% | +9.8% | -8.4% | +0.9% |
| 30D | +26.3% | -2.1% | +28.3% | +26.0% |
| 3M | +25.6% | -54.1% | +79.7% | +29.0% |
| 6M | +30.3% | -76.9% | +107.2% | +37.3% |
| YTD | +50.4% | -83.3% | +133.7% | +58.2% |
| 1Y | +57.7% | -87.4% | +145.2% | +68.0% |
| 3Y | +213.4% | +61.9% | +151.5% | +171.6% |
| All | +47.7% | -82.3% | +130.0% | +30.4% |
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 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