+210.2%
HD vs EAT
+370.1%
-159.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.5% |
| 7D | -1.8% | -6.8% | +5.0% | -0.6% |
| 30D | -10.8% | -5.4% | -5.5% | -10.2% |
| 3M | -2.7% | +42.8% | -45.4% | -9.1% |
| 6M | -10.3% | +56.5% | -66.8% | -18.1% |
| YTD | -7.8% | +50.0% | -57.8% | -15.5% |
| 1Y | -23.1% | +38.3% | -61.4% | -28.9% |
| 3Y | +2.0% | +591.6% | -589.6% | -32.7% |
| 5Y | +6.2% | +312.6% | -306.4% | -26.0% |
| 10Y | +210.2% | +381.4% | -171.3% | +81.4% |
| All | +210.2% | +370.1% | -159.9% | +81.4% |
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