+92.0%
WFC vs HBM
+210.2%
-118.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -1.3% | -1.3% | 0.0% | -1.2% |
| 30D | +3.6% | -14.8% | +18.4% | +5.9% |
| 3M | -1.3% | -20.7% | +19.4% | +1.6% |
| 6M | +18.0% | -13.9% | +31.9% | +18.3% |
| YTD | -5.9% | +10.6% | -16.5% | -11.4% |
| 1Y | +1.8% | +32.4% | -30.6% | -7.6% |
| 3Y | +125.0% | +432.0% | -307.0% | +44.7% |
| 5Y | +92.0% | +205.5% | -113.5% | +33.0% |
| All | +92.0% | +210.2% | -118.2% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling