-14.9%
HDB vs EOSE
-60.6%
+45.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.0% | +7.9% | +6.9% |
| 7D | +0.7% | +1.8% | -1.1% | +0.6% |
| 30D | +1.0% | -6.8% | +7.8% | +1.1% |
| 3M | -2.0% | -36.3% | +34.3% | -1.0% |
| 6M | -18.1% | -38.8% | +20.7% | -17.6% |
| YTD | -36.1% | -65.5% | +29.4% | -35.0% |
| 1Y | -34.0% | -45.3% | +11.2% | -34.5% |
| 3Y | -26.7% | +44.2% | -70.9% | -32.9% |
| 5Y | -33.9% | -69.5% | +35.6% | -41.3% |
| All | -14.9% | -60.6% | +45.7% | -13.7% |
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