-3.0%
WMT vs HUT
-37.9%
+35.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.6% |
| 7D | -1.2% | +34.9% | -36.1% | +2.4% |
| 30D | +12.4% | -25.9% | +38.3% | +10.2% |
| 3M | +9.0% | -31.7% | +40.8% | +7.0% |
| 6M | -3.0% | -42.2% | +39.3% | -4.5% |
| All | -3.0% | -37.9% | +35.0% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling