+86.8%
WFC vs HST
+71.5%
+15.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.2% | -2.7% | +3.9% | +2.5% |
| 30D | +5.2% | +10.7% | -5.5% | +0.3% |
| 3M | -3.0% | +6.3% | -9.3% | -5.9% |
| 6M | +6.2% | +19.0% | -12.8% | -2.7% |
| YTD | -7.9% | +47.0% | -54.9% | -23.8% |
| 1Y | +0.3% | +53.4% | -53.2% | -18.8% |
| 3Y | +117.7% | +78.0% | +39.7% | +61.5% |
| All | +86.8% | +71.5% | +15.3% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling