+99.2%
WMT vs HIG
+101.8%
-2.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.5% | -2.3% | -0.2% | -1.8% |
| 30D | -6.4% | -1.2% | -5.2% | -6.1% |
| 3M | -12.1% | +6.3% | -18.4% | -13.8% |
| 6M | -15.0% | +0.6% | -15.5% | -15.3% |
| YTD | -4.5% | +0.6% | -5.1% | -4.9% |
| 1Y | +6.2% | +6.1% | +0.1% | +3.7% |
| All | +99.2% | +101.8% | -2.6% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling