+55.2%
HYG vs EAT
+374.9%
-319.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.7% | -7.7% | +7.0% | -0.2% |
| 30D | -0.7% | -13.6% | +12.9% | +0.1% |
| 3M | -0.2% | +33.9% | -34.1% | -2.2% |
| 6M | +1.4% | +47.2% | -45.8% | -1.4% |
| YTD | +1.5% | +48.1% | -46.6% | -1.6% |
| 1Y | +2.9% | +33.7% | -30.8% | +0.3% |
| 3Y | +25.6% | +595.8% | -570.1% | +7.9% |
| 5Y | +18.6% | +314.4% | -295.8% | +3.3% |
| All | +55.2% | +374.9% | -319.7% | +27.3% |
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 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