+132.1%
WFC vs HST
+97.7%
+34.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | +1.1% | +2.0% | -0.9% | 0.0% |
| 30D | +0.8% | -5.2% | +6.1% | +3.6% |
| 3M | +9.3% | -6.2% | +15.5% | +12.5% |
| 6M | +10.6% | +20.4% | -9.8% | -0.6% |
| YTD | -4.1% | +30.6% | -34.7% | -17.5% |
| 1Y | +13.6% | +37.4% | -23.8% | -5.4% |
| 3Y | +130.7% | +66.1% | +64.6% | +70.3% |
| 5Y | +126.7% | +73.7% | +53.0% | +55.8% |
| 10Y | +132.1% | +99.8% | +32.3% | +39.5% |
| All | +132.1% | +97.7% | +34.5% | +39.5% |
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