+4,236.8%
HDB vs EAT
+1,514.2%
+2,722.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.6% |
| 7D | +12.7% | -5.9% | +18.6% | +14.2% |
| 30D | +16.6% | +0.7% | +15.9% | +16.0% |
| 3M | +10.8% | -14.2% | +25.0% | +13.7% |
| 6M | +3.8% | +40.7% | -36.9% | -5.7% |
| YTD | -28.9% | +36.0% | -64.9% | -35.6% |
| 1Y | -28.0% | +83.1% | -111.0% | -39.5% |
| 3Y | -7.2% | +474.8% | -482.0% | -44.4% |
| 5Y | -22.2% | +347.6% | -369.8% | -53.1% |
| 10Y | +63.6% | +321.5% | -258.0% | -17.4% |
| All | +4,236.8% | +1,514.2% | +2,722.6% | +935.5% |
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