+1,581.2%
HWM vs EAT
+396.0%
+1,185.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.5% |
| 7D | -8.0% | -6.8% | -1.2% | -6.0% |
| 30D | -18.0% | -5.4% | -12.6% | -16.9% |
| 3M | -9.5% | +42.8% | -52.2% | -19.7% |
| 6M | -8.4% | +56.5% | -64.9% | -22.1% |
| YTD | +13.6% | +50.0% | -36.4% | -2.6% |
| 1Y | +30.2% | +38.3% | -8.0% | +13.2% |
| 3Y | +392.2% | +591.6% | -199.4% | +138.8% |
| 5Y | +645.2% | +312.6% | +332.6% | +302.8% |
| All | +1,581.2% | +396.0% | +1,185.2% | +585.9% |
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