-17.4%
HAL vs WELL
+464.2%
-481.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | -0.1% | +6.8% | -6.9% | -3.5% |
| 3M | -1.1% | +6.7% | -7.9% | -4.7% |
| 6M | -20.7% | +13.8% | -34.6% | -26.6% |
| YTD | +17.5% | +33.8% | -16.3% | -0.3% |
| 1Y | +24.1% | +29.6% | -5.5% | +6.7% |
| 3Y | -8.4% | +203.1% | -211.5% | -51.2% |
| 5Y | +53.2% | +223.8% | -170.6% | -23.3% |
| All | -17.4% | +464.2% | -481.7% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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