+4,243.5%
HDB vs EAT
+1,560.4%
+2,683.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.5% |
| 7D | +6.9% | -8.9% | +15.9% | +9.2% |
| 30D | +15.2% | +3.4% | +11.8% | +13.9% |
| 3M | +11.7% | -9.3% | +21.0% | +13.2% |
| 6M | +7.5% | +43.8% | -36.3% | -2.8% |
| YTD | -28.8% | +39.9% | -68.7% | -35.9% |
| 1Y | -29.1% | +89.7% | -118.8% | -40.9% |
| 3Y | -7.0% | +491.3% | -498.3% | -44.6% |
| 5Y | -22.1% | +365.4% | -387.5% | -53.4% |
| 10Y | +64.9% | +325.9% | -261.0% | -16.8% |
| All | +4,243.5% | +1,560.4% | +2,683.1% | +930.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling