+172.7%
WMT vs HDB
-22.9%
+195.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -1.2% | +4.1% | -5.3% | -1.7% |
| 30D | +12.4% | +13.0% | -0.6% | +10.6% |
| 3M | +9.0% | +11.3% | -2.2% | +7.4% |
| 6M | -3.0% | +6.9% | -9.9% | -4.1% |
| YTD | +14.0% | -29.6% | +43.6% | +18.2% |
| 1Y | +23.0% | -29.5% | +52.5% | +27.5% |
| 3Y | +135.1% | -8.1% | +143.2% | +135.2% |
| 5Y | +172.7% | -23.4% | +196.2% | +169.6% |
| All | +172.7% | -22.9% | +195.6% | +169.6% |
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