+2,231.0%
EAT vs HBM
+462.4%
+1,768.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -7.1% | +5.1% | -12.1% | -8.1% |
| 30D | -2.3% | -15.8% | +13.5% | +0.7% |
| 3M | -19.6% | -22.4% | +2.8% | -16.1% |
| 6M | +46.0% | -20.2% | +66.3% | +49.1% |
| YTD | +37.7% | +9.0% | +28.7% | +30.3% |
| 1Y | +73.8% | +27.4% | +46.4% | +58.9% |
| 3Y | +482.1% | +424.2% | +57.8% | +283.5% |
| 5Y | +362.5% | +196.1% | +166.4% | +225.1% |
| 10Y | +319.3% | +285.4% | +33.9% | +136.3% |
| All | +2,231.0% | +462.4% | +1,768.6% | +894.3% |
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