+55.8%
EOSE vs ALHC
+141.7%
-85.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.4% | +10.9% |
| 7D | +41.4% | -1.0% | +42.4% | +41.6% |
| 30D | +3.6% | -6.3% | +9.9% | +4.2% |
| 3M | -35.7% | -12.3% | -23.4% | -34.8% |
| 6M | -29.9% | -27.0% | -2.8% | -27.8% |
| YTD | -62.5% | -31.8% | -30.6% | -60.8% |
| 1Y | -37.4% | -17.0% | -20.4% | -35.9% |
| 3Y | +55.8% | +159.8% | -104.0% | +2.7% |
| All | +55.8% | +141.7% | -85.9% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling