+312.6%
EAT vs HBM
+392.2%
-79.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -6.8% | +5.5% | -12.3% | -7.8% |
| 30D | -5.4% | +3.3% | -8.7% | -6.1% |
| 3M | +42.8% | +12.7% | +30.1% | +38.1% |
| 6M | +56.5% | +28.2% | +28.3% | +45.2% |
| YTD | +50.0% | +45.3% | +4.7% | +34.5% |
| 1Y | +38.3% | +121.7% | -83.4% | +11.9% |
| 3Y | +591.6% | +523.5% | +68.1% | +323.9% |
| 5Y | +312.6% | +393.9% | -81.3% | +152.7% |
| All | +312.6% | +392.2% | -79.6% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling