+483.0%
EAT vs HBM
+424.8%
+58.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | -4.0% | +2.2% | -6.2% | -4.4% |
| 30D | -2.9% | -11.8% | +8.9% | -1.1% |
| 3M | -16.9% | -19.2% | +2.3% | -14.5% |
| 6M | +57.0% | -22.9% | +79.8% | +60.6% |
| YTD | +38.2% | +7.8% | +30.4% | +30.6% |
| 1Y | +69.3% | +34.9% | +34.4% | +52.4% |
| 3Y | +483.0% | +422.2% | +60.8% | +257.2% |
| All | +483.0% | +424.8% | +58.2% | +257.2% |
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