+122.4%
HST vs EAT
+320.8%
-198.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | +3.6% | -4.0% | +7.6% | +4.7% |
| 30D | +11.2% | -2.9% | +14.1% | +11.6% |
| 3M | +13.1% | -16.9% | +30.0% | +18.2% |
| 6M | +23.9% | +57.0% | -33.0% | +5.9% |
| YTD | +52.3% | +38.2% | +14.1% | +33.2% |
| 1Y | +56.7% | +69.3% | -12.6% | +28.0% |
| 3Y | +87.5% | +483.0% | -395.5% | -3.6% |
| 5Y | +82.8% | +364.1% | -281.4% | -4.4% |
| All | +122.4% | +320.8% | -198.4% | -1.0% |
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