+130.8%
WMT vs HDB
-38.7%
+169.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | -0.2% | -4.9% | +4.6% | +0.4% |
| 30D | -5.8% | -5.8% | 0.0% | -5.2% |
| 3M | -10.8% | -5.2% | -5.6% | -10.3% |
| 6M | -14.3% | -25.7% | +11.4% | -11.4% |
| YTD | -4.4% | -39.6% | +35.2% | +1.2% |
| 1Y | +4.3% | -36.9% | +41.2% | +9.9% |
| 3Y | +100.1% | -29.7% | +129.8% | +106.7% |
| 5Y | +130.8% | -37.8% | +168.6% | +140.9% |
| All | +130.8% | -38.7% | +169.5% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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