-78.4%
EOSE vs ALHC
-28.9%
-49.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.9% |
| 7D | +19.0% | -0.6% | +19.6% | +19.2% |
| 30D | +1.6% | -1.0% | +2.6% | +1.5% |
| 3M | -52.0% | -10.2% | -41.8% | -52.1% |
| 6M | -42.5% | -28.3% | -14.2% | -39.9% |
| YTD | -66.1% | -31.4% | -34.7% | -64.0% |
| 1Y | -47.1% | -16.9% | -30.2% | -47.6% |
| 3Y | +0.8% | +135.5% | -134.7% | -47.2% |
| 5Y | -71.7% | -33.6% | -38.0% | -78.0% |
| All | -78.4% | -28.9% | -49.5% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling