+1,196.2%
HWM vs EOSE
-60.2%
+1,256.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.8% | -1.8% |
| 7D | -12.5% | +14.0% | -26.5% | -13.3% |
| 30D | -19.0% | -5.9% | -13.1% | -19.0% |
| 3M | -8.6% | -34.3% | +25.7% | -7.1% |
| 6M | -10.2% | -37.8% | +27.6% | -9.3% |
| YTD | +11.3% | -65.2% | +76.5% | +14.9% |
| 1Y | +24.3% | -41.9% | +66.2% | +23.2% |
| 3Y | +382.3% | +44.6% | +337.7% | +324.1% |
| 5Y | +640.6% | -69.2% | +709.8% | +556.8% |
| All | +1,196.2% | -60.2% | +1,256.4% | +1,180.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling