-14.9%
HAL vs EAT
+320.8%
-335.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +6.1% | -4.0% | +10.1% | +7.3% |
| 30D | +2.9% | -2.9% | +5.8% | +3.1% |
| 3M | +3.3% | -16.9% | +20.2% | +7.7% |
| 6M | -16.9% | +57.0% | -73.9% | -29.3% |
| YTD | +21.2% | +38.2% | -17.0% | +4.8% |
| 1Y | +27.5% | +69.3% | -41.7% | +2.7% |
| 3Y | -6.4% | +483.0% | -489.4% | -54.1% |
| 5Y | +58.0% | +364.1% | -306.1% | -23.3% |
| All | -14.9% | +320.8% | -335.7% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling