+118.4%
HPQ vs EOSE
-58.6%
+177.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.5% | +8.4% | +5.1% |
| 7D | +2.2% | +15.0% | -12.7% | +1.3% |
| 30D | +9.7% | +2.5% | +7.3% | +9.3% |
| 3M | +32.7% | -33.7% | +66.4% | +34.7% |
| 6M | +77.7% | -32.7% | +110.4% | +78.6% |
| YTD | +51.0% | -63.8% | +114.8% | +55.1% |
| 1Y | +18.4% | -40.5% | +58.9% | +17.0% |
| 3Y | +25.6% | +50.4% | -24.8% | +9.9% |
| 5Y | +38.6% | -68.6% | +107.2% | +15.9% |
| All | +118.4% | -58.6% | +177.0% | +92.0% |
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