+636.8%
HLT vs EAT
+476.6%
+160.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.6% |
| 7D | -1.5% | -6.8% | +5.3% | +0.3% |
| 30D | -1.2% | -5.4% | +4.1% | -0.2% |
| 3M | -10.3% | +42.8% | -53.1% | -18.7% |
| 6M | +1.3% | +56.5% | -55.3% | -11.3% |
| YTD | +7.0% | +50.0% | -43.0% | -5.5% |
| 1Y | +11.9% | +38.3% | -26.4% | +0.1% |
| 3Y | +100.7% | +591.6% | -491.0% | +11.4% |
| 5Y | +147.5% | +312.6% | -165.1% | +50.0% |
| 10Y | +586.5% | +381.4% | +205.1% | +244.7% |
| All | +636.8% | +476.6% | +160.3% | +254.7% |
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