+128.3%
WFC vs HBM
+392.2%
-263.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.0% |
| 7D | +0.4% | +5.5% | -5.1% | -0.5% |
| 30D | +2.5% | +3.3% | -0.8% | +1.7% |
| 3M | +10.0% | +12.7% | -2.7% | +6.9% |
| 6M | +15.1% | +28.2% | -13.1% | +8.0% |
| YTD | -2.2% | +45.3% | -47.5% | -11.3% |
| 1Y | +13.5% | +121.7% | -108.3% | -5.7% |
| 3Y | +135.2% | +523.5% | -388.3% | +50.0% |
| 5Y | +128.3% | +393.9% | -265.6% | +48.4% |
| All | +128.3% | +392.2% | -263.9% | +48.4% |
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