+1,498.2%
HWM vs EAT
+382.1%
+1,116.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.4% |
| 7D | +3.4% | -2.6% | +6.0% | +4.0% |
| 30D | -7.5% | +11.5% | -19.0% | -11.1% |
| 3M | -28.9% | -9.1% | -19.8% | -27.6% |
| 6M | -19.6% | +40.4% | -60.0% | -29.2% |
| YTD | +0.6% | +43.9% | -43.3% | -13.3% |
| 1Y | +0.3% | +101.9% | -101.6% | -22.9% |
| 3Y | +326.1% | +489.9% | -163.7% | +117.2% |
| 5Y | +525.2% | +362.6% | +162.5% | +222.9% |
| All | +1,498.2% | +382.1% | +1,116.1% | +598.7% |
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 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