+37.6%
HD vs EOSE
-61.3%
+98.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.9% | -9.9% | +0.6% |
| 7D | -2.1% | +19.0% | -21.1% | -2.7% |
| 30D | -8.4% | +1.6% | -10.0% | -8.6% |
| 3M | +4.3% | -52.0% | +56.3% | +6.4% |
| 6M | -11.1% | -42.5% | +31.4% | -10.5% |
| YTD | -4.7% | -66.1% | +61.5% | -2.9% |
| 1Y | -19.8% | -47.1% | +27.3% | -20.3% |
| 3Y | +4.1% | +0.8% | +3.3% | -3.6% |
| 5Y | +10.3% | -71.7% | +82.0% | -3.7% |
| All | +37.6% | -61.3% | +98.9% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling