+204.0%
XHB vs EAT
+379.9%
-175.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.3% |
| 7D | -5.2% | -6.2% | +1.0% | -3.7% |
| 30D | -12.1% | -3.0% | -9.1% | -11.8% |
| 3M | -6.2% | +45.6% | -51.9% | -15.6% |
| 6M | -6.7% | +53.5% | -60.3% | -17.9% |
| YTD | -5.5% | +49.6% | -55.0% | -16.6% |
| 1Y | -15.6% | +38.9% | -54.6% | -24.7% |
| 3Y | +22.0% | +589.7% | -567.7% | -33.1% |
| 5Y | +31.8% | +318.7% | -286.8% | -21.5% |
| All | +204.0% | +379.9% | -175.9% | +44.6% |
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