+25.0%
HL vs EOSE
-85.5%
+110.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +12.6% | +0.5% | +10.5% |
| 7D | +0.2% | +9.7% | -9.5% | -1.8% |
| 30D | -12.1% | -34.6% | +22.4% | -5.3% |
| 3M | -2.8% | -50.8% | +48.0% | +9.2% |
| 6M | -14.9% | -66.5% | +51.5% | +2.1% |
| YTD | -22.0% | -81.3% | +59.3% | +3.5% |
| 1Y | +25.0% | -84.8% | +109.8% | +71.8% |
| All | +25.0% | -85.5% | +110.5% | +71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling