+248.1%
HD vs EAT
+319.3%
-71.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -0.5% | -7.1% | +6.6% | +0.8% |
| 30D | +18.5% | -2.3% | +20.8% | +18.7% |
| 3M | +2.2% | -19.6% | +21.8% | +5.7% |
| 6M | +13.8% | +46.0% | -32.2% | +5.3% |
| YTD | +3.4% | +37.7% | -34.3% | -4.1% |
| 1Y | -3.5% | +73.8% | -77.3% | -14.4% |
| 3Y | +29.0% | +482.1% | -453.1% | -12.2% |
| 5Y | +6.1% | +362.5% | -356.4% | -27.6% |
| All | +248.1% | +319.3% | -71.1% | +110.2% |
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