+170.3%
WMT vs HUT
-17.9%
+188.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.6% | -7.5% | 0.0% |
| 7D | -2.7% | +24.8% | -27.5% | -3.0% |
| 30D | +11.1% | -28.4% | +39.5% | +11.6% |
| 3M | +11.2% | -31.2% | +42.4% | +11.6% |
| 6M | -1.3% | -40.2% | +39.0% | -1.0% |
| YTD | +13.5% | +32.9% | -19.4% | +10.9% |
| 1Y | +22.5% | +39.1% | -16.5% | +19.2% |
| 3Y | +134.1% | +462.8% | -328.7% | +112.3% |
| 5Y | +170.3% | -13.9% | +184.1% | +125.2% |
| All | +170.3% | -17.9% | +188.1% | +125.2% |
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