+309.3%
EAT vs HBM
+285.4%
+23.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | -7.1% | +5.1% | -12.1% | -8.4% |
| 30D | -2.3% | -15.8% | +13.5% | +1.6% |
| 3M | -19.6% | -22.4% | +2.8% | -15.1% |
| 6M | +46.0% | -20.2% | +66.3% | +49.8% |
| YTD | +37.7% | +9.0% | +28.7% | +27.4% |
| 1Y | +73.8% | +27.4% | +46.4% | +53.5% |
| 3Y | +482.1% | +424.2% | +57.8% | +224.6% |
| 5Y | +362.5% | +196.1% | +166.4% | +182.1% |
| All | +309.3% | +285.4% | +23.9% | +53.4% |
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 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