+372.3%
EAT vs HBM
+622.7%
-250.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.5% | +7.2% | +1.6% |
| 7D | -6.2% | -3.7% | -2.5% | -5.5% |
| 30D | -3.0% | -3.7% | +0.6% | -2.5% |
| 3M | +45.6% | +8.0% | +37.6% | +40.5% |
| 6M | +53.5% | +15.8% | +37.8% | +42.7% |
| YTD | +49.6% | +34.4% | +15.2% | +32.2% |
| 1Y | +38.9% | +98.2% | -59.2% | +9.1% |
| 3Y | +589.7% | +476.6% | +113.1% | +279.6% |
| 5Y | +318.7% | +331.1% | -12.4% | +131.5% |
| All | +372.3% | +622.7% | -250.4% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HBM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling