+120.8%
WFC vs HLT
+142.1%
-21.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.3% | -2.6% | +2.9% | +1.7% |
| 30D | +2.3% | -2.6% | +4.9% | +3.6% |
| 3M | +9.8% | -9.4% | +19.2% | +15.2% |
| 6M | +15.6% | +2.7% | +12.8% | +12.8% |
| YTD | -2.4% | +6.8% | -9.2% | -7.0% |
| 1Y | +13.8% | +12.4% | +1.5% | +5.0% |
| 3Y | +134.6% | +100.2% | +34.5% | +57.9% |
| All | +120.8% | +142.1% | -21.3% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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