-38.1%
HDB vs EOSE
-70.2%
+32.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -1.0% |
| 7D | -6.2% | +14.0% | -20.2% | -6.7% |
| 30D | -6.2% | -5.9% | -0.3% | -6.2% |
| 3M | -5.9% | -34.3% | +28.4% | -4.9% |
| 6M | -25.9% | -37.8% | +11.8% | -25.5% |
| YTD | -40.2% | -65.2% | +25.0% | -39.1% |
| 1Y | -38.0% | -41.9% | +3.9% | -38.6% |
| 3Y | -30.5% | +44.6% | -75.1% | -37.0% |
| 5Y | -38.1% | -69.2% | +31.1% | -42.9% |
| All | -38.1% | -70.2% | +32.1% | -42.9% |
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