+577.9%
HWM vs EOSE
-82.3%
+660.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.6% | -1.3% |
| 7D | +7.3% | +9.8% | -2.5% | +6.7% |
| 30D | +1.6% | -2.1% | +3.6% | +1.3% |
| 3M | -21.9% | -54.1% | +32.2% | -19.4% |
| 6M | -19.0% | -76.9% | +57.9% | -13.9% |
| YTD | +7.9% | -83.3% | +91.3% | +14.7% |
| 1Y | +9.9% | -87.4% | +97.4% | +18.3% |
| 3Y | +342.1% | +61.9% | +280.3% | +286.7% |
| All | +577.9% | -82.3% | +660.2% | +492.8% |
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