+112.4%
WFC vs HST
+133.7%
-21.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +2.5% | +3.6% | -1.1% | +0.6% |
| 30D | +7.0% | +11.2% | -4.2% | +1.1% |
| 3M | -1.8% | +13.1% | -14.9% | -8.2% |
| 6M | +18.4% | +23.9% | -5.5% | +4.9% |
| YTD | -5.6% | +52.3% | -57.9% | -25.3% |
| 1Y | +3.9% | +56.7% | -52.8% | -19.2% |
| 3Y | +126.3% | +87.5% | +38.8% | +56.5% |
| 5Y | +91.1% | +82.8% | +8.3% | +28.1% |
| All | +112.4% | +133.7% | -21.3% | +13.2% |
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