+741.5%
HWM vs EAT
+350.4%
+391.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -11.0% | +1.9% | -12.9% | -11.7% |
| 3M | +4.0% | +68.7% | -64.6% | -9.3% |
| 6M | -0.2% | +66.9% | -67.1% | -13.6% |
| YTD | +26.7% | +60.4% | -33.8% | +10.3% |
| 1Y | +44.7% | +44.0% | +0.7% | +28.8% |
| 3Y | +426.1% | +604.7% | -178.6% | +192.6% |
| All | +741.5% | +350.4% | +391.0% | +411.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling