+129.3%
WFC vs HST
+74.0%
+55.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +3.8% | -1.0% | +4.8% | +4.3% |
| 30D | +1.5% | -12.3% | +13.7% | +7.6% |
| 3M | +10.9% | -6.4% | +17.2% | +13.8% |
| 6M | +8.4% | +15.0% | -6.6% | +0.7% |
| YTD | -1.9% | +30.5% | -32.4% | -14.1% |
| 1Y | +12.3% | +35.7% | -23.3% | -3.8% |
| 3Y | +132.3% | +68.4% | +63.9% | +76.8% |
| All | +129.3% | +74.0% | +55.4% | +67.6% |
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