+252.8%
HLT vs EOSE
-60.6%
+313.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -1.6% | +1.8% | -3.4% | -1.7% |
| 30D | -5.0% | -6.8% | +1.8% | -4.9% |
| 3M | -10.4% | -36.3% | +25.9% | -9.1% |
| 6M | +3.2% | -38.8% | +42.0% | +4.1% |
| YTD | +6.7% | -65.5% | +72.3% | +9.5% |
| 1Y | +10.3% | -45.3% | +55.6% | +9.3% |
| 3Y | +99.3% | +44.2% | +55.2% | +77.4% |
| 5Y | +143.7% | -69.5% | +213.2% | +114.7% |
| All | +252.8% | -60.6% | +313.4% | +230.0% |
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