+73.7%
HST vs EAT
+326.5%
-252.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +0.9% |
| 7D | +2.0% | -4.9% | +6.9% | +3.3% |
| 30D | -5.2% | -1.2% | -4.0% | -5.2% |
| 3M | -6.2% | +52.2% | -58.5% | -16.6% |
| 6M | +20.4% | +65.0% | -44.6% | +3.6% |
| YTD | +30.6% | +55.0% | -24.4% | +13.8% |
| 1Y | +37.4% | +42.1% | -4.7% | +21.7% |
| 3Y | +66.1% | +614.7% | -548.6% | -17.3% |
| 5Y | +73.7% | +322.7% | -249.0% | -8.7% |
| All | +73.7% | +326.5% | -252.8% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling