+133.9%
HL vs EOSE
-49.1%
+183.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.9% | -13.4% | -4.5% |
| 7D | +1.5% | +19.0% | -17.5% | -2.1% |
| 30D | +25.1% | +1.6% | +23.5% | +23.8% |
| 3M | +22.9% | -52.0% | +74.9% | +36.7% |
| 6M | -4.9% | -42.5% | +37.6% | +1.9% |
| YTD | +7.8% | -66.1% | +74.0% | +24.4% |
| 1Y | +133.9% | -47.1% | +181.0% | +220.8% |
| All | +133.9% | -49.1% | +183.0% | +220.8% |
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