+301.7%
HIG vs EAT
+374.9%
-73.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.5% | -7.7% | +6.2% | +0.4% |
| 30D | -0.4% | -13.6% | +13.2% | +3.0% |
| 3M | +6.7% | +33.9% | -27.2% | -1.3% |
| 6M | +2.0% | +47.2% | -45.2% | -9.0% |
| YTD | +0.3% | +48.1% | -47.8% | -11.2% |
| 1Y | +4.2% | +33.7% | -29.5% | -6.0% |
| 3Y | +102.2% | +595.8% | -493.5% | +9.8% |
| 5Y | +118.5% | +314.4% | -195.9% | +28.5% |
| All | +301.7% | +374.9% | -73.2% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling