+131.4%
WMT vs HBM
+336.0%
-204.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.5% | +7.4% | +0.1% |
| 7D | -2.5% | -3.7% | +1.3% | -2.4% |
| 30D | -6.4% | -3.7% | -2.8% | -6.4% |
| 3M | -12.1% | +8.0% | -20.1% | -12.5% |
| 6M | -15.0% | +15.8% | -30.7% | -16.0% |
| YTD | -4.5% | +34.4% | -38.9% | -6.3% |
| 1Y | +6.2% | +98.2% | -92.0% | +2.2% |
| 3Y | +99.9% | +476.6% | -376.7% | +80.7% |
| 5Y | +131.4% | +331.1% | -199.7% | +106.4% |
| All | +131.4% | +336.0% | -204.5% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling