+1,374.6%
HWM vs EOSE
-61.3%
+1,435.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.9% | -11.3% | -1.1% |
| 7D | -2.1% | +19.0% | -21.1% | -3.3% |
| 30D | -11.0% | +1.6% | -12.6% | -11.3% |
| 3M | +4.0% | -52.0% | +56.0% | +7.7% |
| 6M | -0.2% | -42.5% | +42.3% | +1.3% |
| YTD | +26.7% | -66.1% | +92.8% | +31.0% |
| 1Y | +44.7% | -47.1% | +91.9% | +44.4% |
| 3Y | +426.1% | +0.8% | +425.3% | +374.1% |
| 5Y | +738.5% | -71.7% | +810.2% | +649.0% |
| All | +1,374.6% | -61.3% | +1,435.9% | +1,360.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling