+784.6%
WFC vs HBM
+613.3%
+171.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +3.8% | -6.4% | +10.1% | +5.1% |
| 30D | +1.5% | +5.9% | -4.4% | 0.0% |
| 3M | +10.9% | -8.9% | +19.8% | +11.3% |
| 6M | +8.4% | +10.7% | -2.2% | +3.5% |
| YTD | -1.9% | +38.3% | -40.1% | -11.5% |
| 1Y | +12.3% | +121.3% | -109.0% | -9.0% |
| 3Y | +132.3% | +450.6% | -318.3% | +48.0% |
| 5Y | +130.1% | +338.0% | -207.9% | +45.5% |
| 10Y | +134.4% | +578.6% | -444.2% | +10.8% |
| All | +784.6% | +613.3% | +171.3% | +47.3% |
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