+373.6%
EAT vs HBM
+681.5%
-307.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -6.8% | +5.5% | -12.3% | -8.1% |
| 30D | -5.4% | +3.3% | -8.7% | -6.4% |
| 3M | +42.8% | +12.7% | +30.1% | +36.4% |
| 6M | +56.5% | +28.2% | +28.3% | +41.8% |
| YTD | +50.0% | +45.3% | +4.7% | +30.1% |
| 1Y | +38.3% | +121.7% | -83.4% | +5.5% |
| 3Y | +591.6% | +523.5% | +68.1% | +273.6% |
| 5Y | +312.6% | +393.9% | -81.3% | +119.8% |
| All | +373.6% | +681.5% | -307.9% | +65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling