+325.8%
HWM vs EAT
+486.0%
-160.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +3.0% |
| 7D | +3.3% | -2.6% | +6.0% | +3.8% |
| 30D | -7.6% | +11.5% | -19.1% | -9.9% |
| 3M | -28.9% | -9.1% | -19.8% | -28.0% |
| 6M | -19.7% | +40.4% | -60.1% | -26.3% |
| YTD | +0.5% | +43.9% | -43.4% | -9.0% |
| 1Y | +0.3% | +101.9% | -101.7% | -16.5% |
| 3Y | +325.8% | +489.9% | -164.0% | +196.9% |
| All | +325.8% | +486.0% | -160.2% | +196.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling