+645.2%
HWM vs EOSE
-69.1%
+714.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.7% |
| 7D | -8.0% | +15.0% | -23.0% | -8.9% |
| 30D | -18.0% | +2.5% | -20.5% | -18.4% |
| 3M | -9.5% | -33.7% | +24.2% | -8.1% |
| 6M | -8.4% | -32.7% | +24.4% | -7.9% |
| YTD | +13.6% | -63.8% | +77.4% | +16.8% |
| 1Y | +30.2% | -40.5% | +70.8% | +29.1% |
| 3Y | +392.2% | +50.4% | +341.9% | +336.5% |
| 5Y | +645.2% | -68.6% | +713.8% | +600.7% |
| All | +645.2% | -69.1% | +714.2% | +600.7% |
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