+8,627.7%
WFC vs HAL
+597.8%
+8,029.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +3.8% | +2.9% | +0.8% | +3.0% |
| 30D | +1.5% | +17.0% | -15.6% | -2.8% |
| 3M | +10.9% | -9.7% | +20.5% | +13.2% |
| 6M | +8.4% | +8.6% | -0.2% | +5.0% |
| YTD | -1.9% | +33.0% | -34.9% | -10.2% |
| 1Y | +12.3% | +68.3% | -56.0% | -4.1% |
| 3Y | +132.3% | +0.1% | +132.2% | +123.3% |
| 5Y | +130.1% | +102.6% | +27.4% | +76.3% |
| 10Y | +134.4% | +3.8% | +130.6% | +89.3% |
| All | +8,627.7% | +597.8% | +8,029.9% | +4,120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 all: compounded portfolio wealth divided by compounded HAL 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…
all analysis · Full analysis span regression · 6 months rolling