+261.2%
HL vs EAT
+379.9%
-118.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -5.6% | -6.2% | +0.6% | -4.3% |
| 30D | +12.7% | -3.0% | +15.8% | +13.1% |
| 3M | +42.5% | +45.6% | -3.1% | +30.0% |
| 6M | -9.0% | +53.5% | -62.6% | -18.8% |
| YTD | +4.4% | +49.6% | -45.2% | -6.3% |
| 1Y | +82.7% | +38.9% | +43.8% | +65.5% |
| 3Y | +406.3% | +589.7% | -183.4% | +202.9% |
| 5Y | +238.2% | +318.7% | -80.5% | +115.2% |
| All | +261.2% | +379.9% | -118.6% | +81.5% |
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 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