+82.3%
HST vs EOSE
-82.3%
+164.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -0.4% |
| 7D | +3.6% | +9.8% | -6.2% | +2.9% |
| 30D | +11.2% | -2.1% | +13.3% | +10.9% |
| 3M | +13.1% | -54.1% | +67.2% | +17.3% |
| 6M | +23.9% | -76.9% | +100.8% | +32.9% |
| YTD | +52.3% | -83.3% | +135.6% | +63.1% |
| 1Y | +56.7% | -87.4% | +144.1% | +70.1% |
| 3Y | +87.5% | +61.9% | +25.6% | +56.4% |
| All | +82.3% | -82.3% | +164.6% | +80.1% |
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