+310.2%
WMT vs HUT
+405.9%
-95.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.5% | 0.0% |
| 7D | -2.5% | +2.8% | -5.3% | -2.5% |
| 30D | -6.4% | +2.1% | -8.5% | -6.5% |
| 3M | -12.1% | -14.3% | +2.2% | -12.1% |
| 6M | -15.0% | +84.2% | -99.2% | -16.4% |
| YTD | -4.5% | +97.2% | -101.7% | -6.3% |
| 1Y | +6.2% | +192.7% | -186.5% | +3.0% |
| 3Y | +99.9% | +712.6% | -612.7% | +87.0% |
| 5Y | +131.4% | +85.5% | +46.0% | +116.4% |
| All | +310.2% | +405.9% | -95.7% | +261.0% |
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