+428.1%
WMT vs HBM
+619.2%
-191.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | 0.0% | -3.3% | +3.3% | +0.1% |
| 30D | -7.4% | -4.8% | -2.6% | -7.3% |
| 3M | -10.9% | -0.4% | -10.4% | -11.1% |
| 6M | -12.7% | +17.9% | -30.6% | -14.0% |
| YTD | -3.2% | +33.7% | -36.9% | -5.4% |
| 1Y | +5.3% | +95.6% | -90.3% | +0.8% |
| 3Y | +101.9% | +458.1% | -356.3% | +80.6% |
| 5Y | +134.6% | +329.0% | -194.4% | +109.1% |
| All | +428.1% | +619.2% | -191.1% | +317.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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