+49.4%
HD vs EOSE
-81.0%
+130.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.1% |
| 7D | +1.5% | +9.8% | -8.3% | +1.1% |
| 30D | +18.0% | -2.1% | +20.0% | +17.8% |
| 3M | +2.8% | -54.1% | +56.9% | +4.9% |
| 6M | +17.0% | -76.9% | +93.9% | +21.6% |
| YTD | +3.5% | -83.3% | +86.9% | +7.6% |
| 1Y | -2.6% | -87.4% | +84.9% | +2.0% |
| 3Y | +30.7% | +61.9% | -31.1% | +18.3% |
| 5Y | +6.2% | -82.1% | +88.3% | -5.7% |
| All | +49.4% | -81.0% | +130.4% | +35.3% |
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