+433.7%
WMT vs HST
+101.1%
+332.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -5.8% | -2.8% | -3.1% | -5.5% |
| 3M | -10.8% | -6.5% | -4.3% | -10.1% |
| 6M | -14.3% | +20.7% | -35.1% | -16.4% |
| YTD | -4.4% | +30.5% | -34.9% | -7.6% |
| 1Y | +4.3% | +36.8% | -32.4% | +0.1% |
| 3Y | +100.1% | +65.9% | +34.2% | +86.3% |
| 5Y | +130.8% | +73.9% | +56.9% | +112.2% |
| 10Y | +433.7% | +107.0% | +326.7% | +379.7% |
| All | +433.7% | +101.1% | +332.6% | +379.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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