+605.0%
EAT vs HBM
+506.5%
+98.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -6.8% | +5.5% | -12.3% | -7.6% |
| 30D | -5.4% | +3.3% | -8.7% | -6.0% |
| 3M | +42.8% | +12.7% | +30.1% | +38.9% |
| 6M | +56.5% | +28.2% | +28.3% | +46.3% |
| YTD | +50.0% | +45.3% | +4.7% | +35.8% |
| 1Y | +38.3% | +121.7% | -83.4% | +13.3% |
| All | +605.0% | +506.5% | +98.5% | +335.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling