+9,012.0%
WMT vs HST
+1,330.6%
+7,681.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +3.9% | -1.0% | +5.0% | +4.1% |
| 30D | -4.4% | -12.3% | +7.9% | -2.5% |
| 3M | -8.8% | -6.4% | -2.4% | -8.0% |
| 6M | -15.6% | +15.0% | -30.6% | -17.6% |
| YTD | -3.2% | +30.5% | -33.7% | -7.4% |
| 1Y | +7.0% | +35.7% | -28.6% | +1.7% |
| 3Y | +105.3% | +68.4% | +36.9% | +87.1% |
| 5Y | +129.3% | +73.1% | +56.1% | +104.6% |
| 10Y | +423.9% | +92.7% | +331.2% | +337.0% |
| All | +9,012.0% | +1,330.6% | +7,681.3% | +4,203.0% |
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