+129.7%
WMT vs HUT
+102.6%
+27.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -1.1% |
| 7D | +0.1% | +28.3% | -28.1% | -0.3% |
| 30D | -5.0% | +12.3% | -17.3% | -5.2% |
| 3M | -11.3% | -16.8% | +5.5% | -11.2% |
| 6M | -13.8% | +111.4% | -125.2% | -16.0% |
| YTD | -4.2% | +116.6% | -120.8% | -6.9% |
| 1Y | +4.6% | +290.5% | -285.9% | -0.7% |
| 3Y | +100.5% | +792.3% | -691.8% | +81.4% |
| 5Y | +129.7% | +94.1% | +35.6% | +101.1% |
| All | +129.7% | +102.6% | +27.1% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling