+2,239.5%
EAT vs HBM
+456.2%
+1,783.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -4.0% | +2.2% | -6.2% | -4.5% |
| 30D | -2.9% | -11.8% | +8.9% | -0.7% |
| 3M | -16.9% | -19.2% | +2.3% | -13.9% |
| 6M | +57.0% | -22.9% | +79.8% | +61.4% |
| YTD | +38.2% | +7.8% | +30.4% | +31.1% |
| 1Y | +69.3% | +34.9% | +34.4% | +53.1% |
| 3Y | +483.0% | +422.2% | +60.8% | +284.3% |
| 5Y | +364.1% | +192.8% | +171.3% | +227.0% |
| 10Y | +320.8% | +281.1% | +39.7% | +137.7% |
| All | +2,239.5% | +456.2% | +1,783.3% | +900.1% |
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