+56.9%
HAS vs EAT
+392.1%
-335.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +2.3% | +1.9% | +0.4% | +1.5% |
| 3M | +10.4% | +68.7% | -58.3% | -2.2% |
| 6M | -3.2% | +66.9% | -70.1% | -14.9% |
| YTD | +15.4% | +60.4% | -45.0% | +2.0% |
| 1Y | +18.8% | +44.0% | -25.2% | +6.9% |
| 3Y | +43.9% | +604.7% | -560.7% | -13.8% |
| 5Y | +13.9% | +347.0% | -333.1% | -27.7% |
| All | +56.9% | +392.1% | -335.2% | -13.7% |
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