-1.7%
HWM vs EAT
+99.8%
-101.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +2.9% |
| 7D | +3.4% | -2.6% | +6.0% | +3.7% |
| 30D | -7.5% | +11.5% | -19.0% | -9.0% |
| 3M | -28.9% | -9.1% | -19.8% | -28.4% |
| 6M | -19.6% | +40.4% | -60.0% | -23.8% |
| YTD | +0.6% | +43.9% | -43.3% | -4.8% |
| All | -1.7% | +99.8% | -101.5% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling