-47.1%
EOSE vs BAH
-28.2%
-18.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.5% | +12.3% | +10.9% |
| 7D | +19.0% | -3.2% | +22.3% | +19.2% |
| 30D | +1.6% | +2.0% | -0.4% | +1.5% |
| 3M | -52.0% | -7.6% | -44.3% | -50.7% |
| 6M | -42.5% | -5.7% | -36.8% | -41.6% |
| YTD | -66.1% | -11.7% | -54.4% | -64.9% |
| 1Y | -47.1% | -27.4% | -19.8% | -44.8% |
| All | -47.1% | -28.2% | -18.9% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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