+1,008.1%
WMT vs HDB
+4,259.4%
-3,251.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +2.0% | +2.7% | -0.7% | +1.7% |
| 30D | +10.3% | +14.1% | -3.9% | +8.2% |
| 3M | +11.0% | +11.8% | -0.9% | +9.1% |
| 6M | -2.3% | +8.2% | -10.5% | -3.7% |
| YTD | +15.7% | -29.3% | +45.0% | +20.8% |
| 1Y | +26.0% | -28.8% | +54.8% | +31.3% |
| 3Y | +136.5% | -7.5% | +144.0% | +135.9% |
| 5Y | +176.8% | -23.1% | +199.9% | +180.4% |
| 10Y | +537.5% | +63.7% | +473.8% | +460.3% |
| All | +1,008.1% | +4,259.4% | -3,251.3% | +514.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling