+748.2%
WFC vs HBM
+462.4%
+285.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.2% |
| 7D | +1.7% | +5.1% | -3.3% | +0.7% |
| 30D | +6.8% | -15.8% | +22.7% | +10.2% |
| 3M | -3.0% | -22.4% | +19.4% | +1.1% |
| 6M | +15.4% | -20.2% | +35.6% | +17.8% |
| YTD | -5.9% | +9.0% | -14.9% | -11.6% |
| 1Y | +1.7% | +27.4% | -25.7% | -7.7% |
| 3Y | +124.9% | +424.2% | -299.3% | +43.7% |
| 5Y | +90.5% | +196.1% | -105.6% | +30.3% |
| 10Y | +117.8% | +285.4% | -167.6% | +16.1% |
| All | +748.2% | +462.4% | +285.8% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling