+575.2%
HLT vs EAT
+374.9%
+200.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -1.6% | -7.7% | +6.1% | +0.3% |
| 30D | -5.0% | -13.6% | +8.6% | -1.7% |
| 3M | -10.4% | +33.9% | -44.3% | -17.3% |
| 6M | +3.2% | +47.2% | -44.0% | -7.9% |
| YTD | +6.7% | +48.1% | -41.3% | -5.3% |
| 1Y | +10.3% | +33.7% | -23.4% | -0.4% |
| 3Y | +99.3% | +595.8% | -496.4% | +11.0% |
| 5Y | +143.7% | +314.4% | -170.7% | +48.2% |
| All | +575.2% | +374.9% | +200.3% | +236.2% |
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