+392.8%
HL vs EOSE
+42.6%
+350.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -4.4% | +1.8% | -6.2% | -4.7% |
| 30D | +9.3% | -6.8% | +16.1% | +9.7% |
| 3M | +32.0% | -36.3% | +68.3% | +37.7% |
| 6M | -6.4% | -38.8% | +32.3% | -2.7% |
| YTD | +3.1% | -65.5% | +68.7% | +12.5% |
| 1Y | +77.6% | -45.3% | +122.9% | +82.4% |
| 3Y | +392.8% | +44.2% | +348.7% | +307.8% |
| All | +392.8% | +42.6% | +350.2% | +307.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling