+220.1%
HUT vs EAT
+488.8%
-268.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.5% | -7.3% |
| 7D | +9.3% | -4.0% | +13.3% | +11.1% |
| 30D | -23.1% | -2.9% | -20.2% | -23.3% |
| 3M | -30.6% | -16.9% | -13.7% | -26.9% |
| 6M | -46.9% | +57.0% | -103.8% | -58.0% |
| YTD | +25.3% | +38.2% | -12.9% | +3.8% |
| 1Y | +59.8% | +69.3% | -9.5% | +20.9% |
| 3Y | +467.2% | +483.0% | -15.8% | +155.1% |
| 5Y | -24.6% | +364.1% | -388.8% | -63.6% |
| All | +220.1% | +488.8% | -268.7% | +28.9% |
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