-19.1%
HAL vs WELL
+451.0%
-470.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.3% |
| 7D | -7.9% | +3.5% | -11.4% | -9.4% |
| 30D | -2.1% | +9.7% | -11.8% | -6.6% |
| 3M | +0.4% | +4.8% | -4.4% | -2.4% |
| 6M | -19.2% | +16.1% | -35.3% | -25.9% |
| YTD | +14.4% | +34.7% | -20.3% | -3.2% |
| 1Y | +18.0% | +31.9% | -14.0% | +0.6% |
| 3Y | -9.7% | +209.9% | -219.6% | -52.4% |
| 5Y | +40.1% | +226.5% | -186.4% | -30.0% |
| 10Y | -19.1% | +455.3% | -474.4% | -65.2% |
| All | -19.1% | +451.0% | -470.1% | -65.2% |
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