+1,773.8%
HWM vs EAT
+430.3%
+1,343.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.9% |
| 3M | +4.0% | +68.7% | -64.6% | -12.5% |
| 6M | -0.2% | +66.9% | -67.1% | -16.9% |
| YTD | +26.7% | +60.4% | -33.8% | +6.2% |
| 1Y | +44.7% | +44.0% | +0.7% | +24.2% |
| 3Y | +426.1% | +604.7% | -178.6% | +153.9% |
| 5Y | +738.5% | +347.0% | +391.5% | +341.6% |
| All | +1,773.8% | +430.3% | +1,343.5% | +648.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling