+257.9%
HD vs WELL
+451.0%
-193.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.6% |
| 7D | +3.6% | +3.5% | +0.1% | +2.6% |
| 30D | +21.6% | +9.7% | +11.9% | +18.3% |
| 3M | +0.1% | +4.8% | -4.7% | -1.4% |
| 6M | +13.0% | +16.1% | -3.1% | +7.8% |
| YTD | +4.9% | +34.7% | -29.8% | -4.5% |
| 1Y | -2.1% | +31.9% | -34.0% | -10.4% |
| 3Y | +32.6% | +209.9% | -177.3% | -7.0% |
| 5Y | +8.2% | +226.5% | -218.3% | -26.2% |
| 10Y | +257.9% | +455.3% | -197.4% | +104.8% |
| All | +257.9% | +451.0% | -193.1% | +104.8% |
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