+129.8%
WFC vs HST
+138.5%
-8.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.2% | -2.7% | +3.9% | +2.7% |
| 30D | +5.2% | +10.7% | -5.5% | -0.4% |
| 3M | -3.0% | +6.3% | -9.3% | -6.3% |
| 6M | +6.2% | +19.0% | -12.8% | -3.9% |
| YTD | -7.9% | +47.0% | -54.9% | -25.8% |
| 1Y | +0.3% | +53.4% | -53.2% | -21.1% |
| 3Y | +117.7% | +78.0% | +39.7% | +54.8% |
| 5Y | +88.4% | +71.7% | +16.7% | +30.7% |
| All | +129.8% | +138.5% | -8.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling