+1,511.7%
HST vs EAT
+10,438.3%
-8,926.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.9% |
| 7D | -2.7% | -2.6% | 0.0% | -1.9% |
| 30D | +10.7% | +11.5% | -0.8% | +6.2% |
| 3M | +6.3% | -9.1% | +15.4% | +8.3% |
| 6M | +19.0% | +40.4% | -21.4% | +3.6% |
| YTD | +47.0% | +43.9% | +3.1% | +25.0% |
| 1Y | +53.4% | +101.9% | -48.5% | +15.4% |
| 3Y | +78.0% | +489.9% | -411.9% | -13.7% |
| 5Y | +71.7% | +362.6% | -291.0% | -14.8% |
| 10Y | +146.2% | +385.7% | -239.5% | -3.5% |
| All | +1,511.7% | +10,438.3% | -8,926.5% | +66.7% |
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