+396.0%
HPE vs EOSE
-70.0%
+466.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.0% | +13.4% | +12.5% |
| 7D | +19.4% | +1.8% | +17.6% | +19.2% |
| 30D | +5.6% | -6.8% | +12.5% | +5.9% |
| 3M | +33.1% | -36.3% | +69.3% | +36.5% |
| 6M | +192.5% | -38.8% | +231.2% | +198.2% |
| YTD | +160.9% | -65.5% | +226.5% | +173.0% |
| 1Y | +155.0% | -45.3% | +200.3% | +155.2% |
| 3Y | +289.4% | +44.2% | +245.2% | +238.7% |
| All | +396.0% | -70.0% | +466.0% | +341.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling