-83.5%
EOSE vs ALHC
-65.6%
-17.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.5% | -6.6% | -8.3% |
| 7D | -3.7% | -0.8% | -2.9% | -3.6% |
| 30D | -22.0% | -9.6% | -12.3% | -19.3% |
| 3M | -57.3% | -44.5% | -12.8% | -50.0% |
| 6M | -77.7% | -59.2% | -18.5% | -72.3% |
| YTD | -84.2% | -62.0% | -22.2% | -80.2% |
| 1Y | -89.5% | -54.8% | -34.7% | -87.7% |
| 3Y | +41.4% | +25.0% | +16.4% | -14.1% |
| All | -83.5% | -65.6% | -17.9% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling