+6.7%
HD vs WELL
+221.0%
-214.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +18.0% | +5.7% | +12.3% | +16.0% |
| 3M | +2.8% | +4.6% | -1.8% | +1.3% |
| 6M | +17.0% | +11.9% | +5.1% | +12.5% |
| YTD | +3.5% | +33.6% | -30.1% | -6.4% |
| 1Y | -2.6% | +29.8% | -32.3% | -11.2% |
| 3Y | +30.7% | +202.2% | -171.4% | -13.5% |
| All | +6.7% | +221.0% | -214.4% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling