+51.0%
HPQ vs EOSE
-70.0%
+120.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.0% | +9.4% | +8.5% |
| 7D | +9.8% | +1.8% | +8.0% | +9.5% |
| 30D | +22.4% | -6.8% | +29.2% | +22.5% |
| 3M | +45.2% | -36.3% | +81.4% | +47.8% |
| 6M | +96.4% | -38.8% | +135.2% | +98.6% |
| YTD | +65.4% | -65.5% | +130.9% | +70.7% |
| 1Y | +31.6% | -45.3% | +76.9% | +30.4% |
| 3Y | +37.0% | +44.2% | -7.1% | +18.6% |
| All | +51.0% | -70.0% | +120.9% | +31.3% |
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