+878.6%
WMT vs HBM
+649.7%
+228.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -0.2% | +5.5% | -5.8% | -0.5% |
| 30D | -5.8% | +3.3% | -9.1% | -6.0% |
| 3M | -10.8% | +12.7% | -23.4% | -11.5% |
| 6M | -14.3% | +28.2% | -42.5% | -15.8% |
| YTD | -4.4% | +45.3% | -49.7% | -6.7% |
| 1Y | +4.3% | +121.7% | -117.4% | -0.4% |
| 3Y | +100.1% | +523.5% | -423.5% | +79.9% |
| 5Y | +130.8% | +393.9% | -263.1% | +106.7% |
| 10Y | +433.7% | +647.9% | -214.2% | +347.8% |
| All | +878.6% | +649.7% | +228.9% | +712.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling