+100.5%
HAS vs EAT
+378.4%
-277.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | +0.1% |
| 7D | -0.2% | -2.6% | +2.5% | +0.4% |
| 30D | +31.0% | +11.5% | +19.6% | +27.6% |
| 3M | +30.7% | -9.1% | +39.8% | +32.1% |
| 6M | +23.9% | +40.4% | -16.5% | +13.2% |
| YTD | +48.3% | +43.9% | +4.4% | +33.5% |
| 1Y | +60.2% | +101.9% | -41.7% | +33.2% |
| 3Y | +189.2% | +489.9% | -300.6% | +79.6% |
| 5Y | +50.4% | +362.6% | -312.2% | -5.6% |
| All | +100.5% | +378.4% | -277.9% | +9.5% |
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