+100.5%
WMT vs HST
+68.6%
+31.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +0.1% | +2.0% | -1.9% | -0.2% |
| 30D | -5.0% | -5.2% | +0.3% | -4.1% |
| 3M | -11.3% | -6.2% | -5.1% | -10.4% |
| 6M | -13.8% | +20.4% | -34.2% | -16.9% |
| YTD | -4.2% | +30.6% | -34.8% | -9.5% |
| 1Y | +4.6% | +37.4% | -32.8% | -2.3% |
| 3Y | +100.5% | +66.1% | +34.4% | +71.9% |
| All | +100.5% | +68.6% | +31.8% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling