+205.0%
HD vs WELL
+335.2%
-130.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.4% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | -11.1% | +0.5% | -11.7% | -11.4% |
| 3M | +2.0% | +19.1% | -17.0% | -3.3% |
| 6M | -10.5% | +17.0% | -27.4% | -14.9% |
| YTD | -6.9% | +29.2% | -36.1% | -14.2% |
| 1Y | -23.2% | +42.1% | -65.3% | -31.4% |
| 3Y | +3.1% | +204.5% | -201.5% | -27.4% |
| 5Y | +7.4% | +211.0% | -203.6% | -25.9% |
| 10Y | +205.0% | +337.6% | -132.6% | +84.7% |
| All | +205.0% | +335.2% | -130.2% | +84.7% |
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