+5.8%
HD vs EAT
+361.6%
-355.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | -1.4% |
| 7D | +4.3% | -2.6% | +7.0% | +4.8% |
| 30D | +20.2% | +11.5% | +8.7% | +17.9% |
| 3M | -1.0% | -9.1% | +8.1% | 0.0% |
| 6M | +7.9% | +40.4% | -32.5% | +0.9% |
| YTD | +2.0% | +43.9% | -41.9% | -5.6% |
| 1Y | -4.3% | +101.9% | -106.2% | -16.6% |
| 3Y | +25.9% | +489.9% | -463.9% | -15.3% |
| All | +5.8% | +361.6% | -355.8% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling