+2,615.6%
EAT vs HBM
+613.3%
+2,002.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | 0.0% | -6.4% | +6.4% | +1.2% |
| 30D | +1.9% | +5.9% | -4.0% | +0.6% |
| 3M | +68.7% | -8.9% | +77.6% | +69.4% |
| 6M | +66.9% | +10.7% | +56.2% | +59.6% |
| YTD | +60.4% | +38.3% | +22.1% | +45.7% |
| 1Y | +44.0% | +121.3% | -77.3% | +17.7% |
| 3Y | +604.7% | +450.6% | +154.1% | +361.1% |
| 5Y | +347.0% | +338.0% | +9.0% | +190.9% |
| 10Y | +390.8% | +578.6% | -187.8% | +154.8% |
| All | +2,615.6% | +613.3% | +2,002.3% | +1,011.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling