+31.0%
HD vs EOSE
-60.2%
+91.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.3% | -1.4% |
| 7D | -3.9% | +14.0% | -17.9% | -4.4% |
| 30D | -13.1% | -5.9% | -7.2% | -13.1% |
| 3M | -3.4% | -34.3% | +30.8% | -2.5% |
| 6M | -12.6% | -37.8% | +25.2% | -12.1% |
| YTD | -9.2% | -65.2% | +55.9% | -7.6% |
| 1Y | -23.9% | -41.9% | +18.0% | -24.7% |
| 3Y | +0.4% | +44.6% | -44.1% | -8.2% |
| 5Y | +4.5% | -69.2% | +73.7% | -8.9% |
| All | +31.0% | -60.2% | +91.2% | +16.2% |
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