+101.9%
WMT vs HL
+391.6%
-289.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | 0.0% | -4.4% | +4.4% | +0.1% |
| 30D | -7.4% | +9.3% | -16.7% | -7.6% |
| 3M | -10.9% | +32.0% | -42.8% | -11.3% |
| 6M | -12.7% | -6.4% | -6.2% | -12.5% |
| YTD | -3.2% | +3.1% | -6.3% | -3.7% |
| 1Y | +5.3% | +77.6% | -72.3% | +2.6% |
| 3Y | +101.9% | +392.8% | -291.0% | +89.3% |
| All | +101.9% | +391.6% | -289.8% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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