+42.7%
HLT vs EOSE
-85.1%
+127.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.6% | -9.1% | +3.3% |
| 7D | +7.7% | +9.7% | -2.0% | +7.5% |
| 30D | +19.1% | -34.6% | +53.7% | +19.8% |
| 3M | +20.7% | -50.8% | +71.5% | +21.9% |
| 6M | +21.0% | -66.5% | +87.5% | +23.1% |
| YTD | +31.3% | -81.3% | +112.6% | +32.0% |
| All | +42.7% | -85.1% | +127.8% | +44.1% |
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 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