+1.5%
WFC vs HAS
+61.8%
-60.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.6% |
| 7D | +0.1% | +2.2% | -2.0% | -0.2% |
| 30D | +2.9% | +29.6% | -26.6% | -1.0% |
| 3M | -1.4% | +30.3% | -31.7% | -5.3% |
| 6M | +14.3% | +25.6% | -11.3% | +10.3% |
| YTD | -6.2% | +50.8% | -57.0% | -15.0% |
| All | +1.5% | +61.8% | -60.3% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 1y: compounded portfolio wealth divided by compounded HAS 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…
1y analysis · Full analysis span regression · 6 months rolling