-4.6%
HD vs EAT
+109.8%
-114.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.3% | +0.2% | +5.8% |
| 7D | +11.9% | -0.1% | +12.1% | +11.9% |
| 30D | +26.4% | +13.5% | +12.9% | +24.4% |
| 3M | +2.8% | +1.0% | +1.8% | +2.2% |
| 6M | +15.5% | +57.3% | -41.8% | +7.5% |
| YTD | +5.5% | +53.6% | -48.1% | -2.0% |
| 1Y | -4.6% | +110.8% | -115.4% | -15.3% |
| All | -4.6% | +109.8% | -114.4% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling