+135.9%
WMT vs HIG
+116.1%
+19.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | 0.0% | -1.5% | +1.5% | +0.4% |
| 30D | -7.4% | -0.4% | -7.1% | -7.3% |
| 3M | -10.9% | +6.7% | -17.5% | -12.4% |
| 6M | -12.7% | +2.0% | -14.6% | -13.3% |
| YTD | -3.2% | +0.3% | -3.5% | -3.5% |
| 1Y | +5.3% | +4.2% | +1.1% | +3.8% |
| 3Y | +101.9% | +102.2% | -0.4% | +70.8% |
| All | +135.9% | +116.1% | +19.8% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling