-68.6%
EOSE vs ALHC
-27.5%
-41.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -2.5% |
| 7D | +15.0% | -4.1% | +19.1% | +16.4% |
| 30D | +2.5% | -5.4% | +7.9% | +3.9% |
| 3M | -33.7% | -32.1% | -1.6% | -26.5% |
| 6M | -32.7% | -28.5% | -4.3% | -29.8% |
| YTD | -63.8% | -34.0% | -29.8% | -61.0% |
| 1Y | -40.5% | -20.9% | -19.6% | -40.1% |
| 3Y | +50.4% | +151.5% | -101.2% | -27.0% |
| 5Y | -68.6% | -28.8% | -39.7% | -78.8% |
| All | -68.6% | -27.5% | -41.1% | -78.8% |
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