+145.0%
WFC vs HBM
+619.2%
-474.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +0.4% | -3.3% | +3.6% | +0.8% |
| 30D | +1.5% | -4.8% | +6.3% | +2.1% |
| 3M | +10.2% | -0.4% | +10.6% | +9.1% |
| 6M | +18.8% | +17.9% | +0.9% | +12.3% |
| YTD | -1.5% | +33.7% | -35.2% | -10.1% |
| 1Y | +13.5% | +95.6% | -82.0% | -4.6% |
| 3Y | +135.0% | +458.1% | -323.2% | +52.6% |
| 5Y | +130.1% | +329.0% | -198.9% | +49.6% |
| All | +145.0% | +619.2% | -474.2% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling