+389.6%
WMT vs HUT
+246.0%
+143.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.4% |
| 7D | -1.2% | +34.9% | -36.1% | -1.6% |
| 30D | +12.4% | -25.9% | +38.3% | +12.7% |
| 3M | +9.0% | -31.7% | +40.8% | +9.3% |
| 6M | -3.0% | -42.2% | +39.3% | -2.7% |
| YTD | +14.0% | +34.9% | -20.9% | +12.2% |
| 1Y | +23.0% | +48.5% | -25.5% | +20.6% |
| 3Y | +135.1% | +471.2% | -336.1% | +120.8% |
| 5Y | +172.7% | -18.9% | +191.6% | +157.5% |
| All | +389.6% | +246.0% | +143.6% | +332.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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