+433.3%
HUT vs EAT
+539.2%
-105.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.2% |
| 7D | +18.9% | -6.8% | +25.7% | +22.3% |
| 30D | +12.0% | -5.4% | +17.4% | +13.7% |
| 3M | -14.9% | +42.8% | -57.6% | -28.3% |
| 6M | +96.8% | +56.5% | +40.3% | +58.1% |
| YTD | +108.8% | +50.0% | +58.8% | +70.3% |
| 1Y | +227.4% | +38.3% | +189.1% | +172.3% |
| 3Y | +760.3% | +591.6% | +168.6% | +266.8% |
| 5Y | +86.1% | +312.6% | -226.6% | -7.1% |
| All | +433.3% | +539.2% | -105.8% | +111.4% |
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