+525.5%
WMT vs HST
+143.8%
+381.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | +11.1% | +13.4% | -2.2% | +9.4% |
| 3M | +11.2% | +16.7% | -5.5% | +9.1% |
| 6M | -1.3% | +24.0% | -25.3% | -3.9% |
| YTD | +13.5% | +54.0% | -40.4% | +7.5% |
| 1Y | +22.5% | +55.0% | -32.5% | +15.9% |
| 3Y | +134.1% | +89.3% | +44.8% | +114.4% |
| 5Y | +170.3% | +85.4% | +84.8% | +145.8% |
| 10Y | +525.5% | +137.1% | +388.4% | +461.7% |
| All | +525.5% | +143.8% | +381.7% | +461.7% |
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