-47.1%
EOSE vs ALHC
-16.6%
-30.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.9% |
| 7D | +19.0% | -0.6% | +19.6% | +19.1% |
| 30D | +1.6% | -1.0% | +2.6% | +1.6% |
| 3M | -52.0% | -10.2% | -41.8% | -50.1% |
| 6M | -42.5% | -28.3% | -14.2% | -37.6% |
| YTD | -66.1% | -31.4% | -34.7% | -60.8% |
| 1Y | -47.1% | -16.9% | -30.2% | -38.2% |
| All | -47.1% | -16.6% | -30.5% | -38.2% |
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