-3.5%
HD vs EAT
+89.0%
-92.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.3% |
| 7D | -1.2% | -8.9% | +7.8% | 0.0% |
| 30D | +20.9% | +3.4% | +17.5% | +20.3% |
| 3M | -0.2% | -9.3% | +9.2% | +0.6% |
| 6M | +14.5% | +43.8% | -29.3% | +7.8% |
| YTD | +4.3% | +39.9% | -35.6% | -2.0% |
| 1Y | -3.5% | +89.7% | -93.2% | -11.8% |
| All | -3.5% | +89.0% | -92.5% | -11.8% |
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