+10,793.7%
WMT vs HD
+34,752.6%
-23,958.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +2.0% | +1.5% | +0.5% | +1.4% |
| 30D | +10.3% | +18.0% | -7.7% | +2.8% |
| 3M | +11.0% | +2.8% | +8.2% | +9.6% |
| 6M | -2.3% | +17.0% | -19.3% | -9.2% |
| YTD | +15.7% | +3.5% | +12.2% | +13.0% |
| 1Y | +26.0% | -2.6% | +28.6% | +25.9% |
| 3Y | +136.5% | +30.7% | +105.8% | +105.7% |
| 5Y | +176.8% | +6.2% | +170.6% | +156.2% |
| 10Y | +537.5% | +242.7% | +294.8% | +236.6% |
| All | +10,793.7% | +34,752.6% | -23,958.9% | +376.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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