+56.7%
HST vs EAT
+75.7%
-19.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +3.6% | -4.0% | +7.6% | +4.0% |
| 30D | +11.2% | -2.9% | +14.1% | +11.5% |
| 3M | +13.1% | -16.9% | +30.0% | +15.0% |
| 6M | +23.9% | +57.0% | -33.0% | +17.5% |
| YTD | +52.3% | +38.2% | +14.1% | +46.0% |
| 1Y | +56.7% | +69.3% | -12.6% | +49.2% |
| All | +56.7% | +75.7% | -19.0% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling