+8,900.6%
WMT vs HRB
+3,081.6%
+5,819.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | -0.2% | -10.6% | +10.4% | +1.8% |
| 30D | -5.8% | -0.8% | -5.0% | -6.0% |
| 3M | -10.8% | +19.1% | -29.8% | -14.1% |
| 6M | -14.3% | +48.7% | -63.0% | -21.6% |
| YTD | -4.4% | +7.1% | -11.5% | -7.4% |
| 1Y | +4.3% | -8.3% | +12.7% | +4.1% |
| 3Y | +100.1% | +25.8% | +74.2% | +84.6% |
| 5Y | +130.8% | +111.1% | +19.7% | +87.4% |
| 10Y | +433.7% | +206.6% | +227.1% | +272.4% |
| All | +8,900.6% | +3,081.6% | +5,819.0% | +1,982.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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