+8,900.6%
WMT vs HL
+63.3%
+8,837.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -0.2% | +0.4% | -0.6% | -0.2% |
| 30D | -5.8% | +18.8% | -24.7% | -6.0% |
| 3M | -10.8% | +43.7% | -54.5% | -11.1% |
| 6M | -14.3% | -1.0% | -13.3% | -14.4% |
| YTD | -4.4% | +8.7% | -13.1% | -4.7% |
| 1Y | +4.3% | +105.0% | -100.7% | +3.3% |
| 3Y | +100.1% | +427.3% | -327.2% | +95.8% |
| 5Y | +130.8% | +249.3% | -118.5% | +126.1% |
| 10Y | +433.7% | +284.2% | +149.5% | +419.2% |
| All | +8,900.6% | +63.3% | +8,837.2% | +9,063.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling