+3,769.4%
HDB vs EAT
+1,804.3%
+1,965.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -2.8% | +1.9% | -4.7% | -3.5% |
| 3M | -3.5% | +68.7% | -72.2% | -15.3% |
| 6M | -24.7% | +66.9% | -91.6% | -34.2% |
| YTD | -36.6% | +60.4% | -97.0% | -44.3% |
| 1Y | -34.4% | +44.0% | -78.4% | -41.4% |
| 3Y | -24.4% | +604.7% | -629.1% | -56.7% |
| 5Y | -35.4% | +347.0% | -382.4% | -60.7% |
| 10Y | +39.5% | +390.8% | -351.2% | -31.5% |
| All | +3,769.4% | +1,804.3% | +1,965.1% | +795.1% |
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