+1,474.6%
HWM vs EAT
+320.8%
+1,153.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +7.3% | -4.0% | +11.3% | +8.5% |
| 30D | +1.6% | -2.9% | +4.5% | +1.9% |
| 3M | -21.9% | -16.9% | -5.0% | -18.1% |
| 6M | -19.0% | +57.0% | -76.0% | -31.1% |
| YTD | +7.9% | +38.2% | -30.2% | -5.9% |
| 1Y | +9.9% | +69.3% | -59.3% | -10.5% |
| 3Y | +342.1% | +483.0% | -140.8% | +126.0% |
| 5Y | +600.8% | +364.1% | +236.6% | +261.0% |
| All | +1,474.6% | +320.8% | +1,153.8% | +606.2% |
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 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