+223.3%
HOOD vs EOSE
-75.2%
+298.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -7.8% | +1.8% | -9.6% | -8.3% |
| 30D | +18.6% | -6.8% | +25.4% | +19.3% |
| 3M | +22.1% | -36.3% | +58.3% | +29.4% |
| 6M | +43.1% | -38.8% | +81.8% | +49.6% |
| YTD | -0.5% | -65.5% | +65.1% | +11.3% |
| 1Y | -4.4% | -45.3% | +40.9% | -2.7% |
| 3Y | +938.5% | +44.2% | +894.3% | +687.9% |
| 5Y | +173.4% | -69.5% | +242.9% | +170.0% |
| All | +223.3% | -75.2% | +298.5% | +226.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling