+73.9%
HST vs EOSE
-69.1%
+143.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.1% |
| 7D | -0.3% | +15.0% | -15.3% | -1.2% |
| 30D | -2.8% | +2.5% | -5.2% | -3.2% |
| 3M | -6.5% | -33.7% | +27.2% | -4.9% |
| 6M | +20.7% | -32.7% | +53.5% | +21.3% |
| YTD | +30.5% | -63.8% | +94.2% | +34.4% |
| 1Y | +36.8% | -40.5% | +77.3% | +34.6% |
| 3Y | +65.9% | +50.4% | +15.5% | +41.4% |
| 5Y | +73.9% | -68.6% | +142.5% | +57.3% |
| All | +73.9% | -69.1% | +143.0% | +57.3% |
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