+187.7%
WFC vs HLT
+637.7%
-449.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.1% |
| 7D | +1.1% | -2.4% | +3.5% | +2.4% |
| 30D | +0.8% | -4.1% | +4.9% | +2.9% |
| 3M | +9.3% | -10.6% | +19.8% | +15.5% |
| 6M | +10.6% | +2.0% | +8.6% | +8.5% |
| YTD | -4.1% | +6.1% | -10.2% | -8.1% |
| 1Y | +13.6% | +9.8% | +3.8% | +6.4% |
| 3Y | +130.7% | +99.0% | +31.7% | +56.7% |
| 5Y | +126.7% | +151.5% | -24.8% | +32.7% |
| 10Y | +132.1% | +561.1% | -429.0% | -12.1% |
| All | +187.7% | +637.7% | -449.9% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling