+131.7%
HST vs EAT
+382.1%
-250.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.8% |
| 7D | -2.7% | -2.6% | 0.0% | -2.0% |
| 30D | +10.7% | +11.5% | -0.8% | +6.7% |
| 3M | +6.3% | -9.1% | +15.4% | +8.1% |
| 6M | +19.0% | +40.4% | -21.4% | +5.1% |
| YTD | +47.0% | +43.9% | +3.1% | +27.2% |
| 1Y | +53.4% | +101.9% | -48.5% | +18.7% |
| 3Y | +78.0% | +489.9% | -411.9% | -8.7% |
| 5Y | +71.7% | +362.6% | -291.0% | -10.1% |
| All | +131.7% | +382.1% | -250.4% | +1.7% |
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 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