+428.1%
WMT vs HLT
+590.2%
-162.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | 0.0% | -1.6% | +1.6% | +0.2% |
| 30D | -7.4% | -5.0% | -2.4% | -6.8% |
| 3M | -10.9% | -10.4% | -0.5% | -9.6% |
| 6M | -12.7% | +3.2% | -15.9% | -13.1% |
| YTD | -3.2% | +6.7% | -10.0% | -4.2% |
| 1Y | +5.3% | +10.3% | -5.0% | +3.7% |
| 3Y | +101.9% | +99.3% | +2.5% | +85.4% |
| 5Y | +134.6% | +143.7% | -9.1% | +109.6% |
| All | +428.1% | +590.2% | -162.2% | +317.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 10y: compounded portfolio wealth divided by compounded HLT 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…
10y analysis · Full analysis span regression · 6 months rolling