-84.8%
EOSE vs ALHC
-51.4%
-33.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +10.1% | +2.5% | +11.5% |
| 7D | +9.7% | -0.5% | +10.2% | +9.4% |
| 30D | -34.6% | -4.2% | -30.3% | -34.6% |
| 3M | -50.8% | -39.8% | -11.0% | -49.7% |
| 6M | -66.5% | -57.7% | -8.7% | -61.8% |
| YTD | -81.3% | -58.8% | -22.5% | -77.8% |
| 1Y | -84.8% | -52.4% | -32.5% | -82.4% |
| All | -84.8% | -51.4% | -33.4% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling