+10,577.7%
WMT vs HST
+1,597.5%
+8,980.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.8% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | +12.8% | +14.5% | -1.7% | +10.4% |
| 3M | +11.7% | +15.4% | -3.7% | +9.2% |
| 6M | -3.5% | +22.0% | -25.5% | -6.6% |
| YTD | +13.4% | +54.9% | -41.4% | +5.6% |
| 1Y | +23.6% | +54.0% | -30.4% | +15.2% |
| 3Y | +133.9% | +90.4% | +43.4% | +109.2% |
| 5Y | +170.1% | +84.2% | +85.9% | +138.8% |
| 10Y | +523.5% | +144.6% | +378.9% | +401.1% |
| All | +10,577.7% | +1,597.5% | +8,980.2% | +4,808.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling