-18.0%
HDB vs EOSE
-57.1%
+39.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.8% | -13.8% | -3.4% |
| 7D | -2.0% | +41.4% | -43.5% | -3.2% |
| 30D | -4.9% | +3.6% | -8.5% | -5.1% |
| 3M | -2.3% | -35.7% | +33.4% | -1.3% |
| 6M | -23.7% | -29.9% | +6.1% | -23.6% |
| YTD | -38.5% | -62.5% | +24.0% | -37.6% |
| 1Y | -36.5% | -37.4% | +0.9% | -37.1% |
| 3Y | -28.5% | +55.8% | -84.2% | -34.7% |
| 5Y | -37.4% | -67.8% | +30.4% | -44.5% |
| All | -18.0% | -57.1% | +39.1% | -17.1% |
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