+261.2%
HL vs WELL
+356.9%
-95.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -5.6% | -2.2% | -3.4% | -4.8% |
| 30D | +12.7% | +4.7% | +8.1% | +10.8% |
| 3M | +42.5% | +11.9% | +30.6% | +36.0% |
| 6M | -9.0% | +14.3% | -23.3% | -14.3% |
| YTD | +4.4% | +28.4% | -24.0% | -6.4% |
| 1Y | +82.7% | +42.3% | +40.4% | +56.5% |
| 3Y | +406.3% | +202.6% | +203.7% | +221.8% |
| 5Y | +238.2% | +206.5% | +31.6% | +111.4% |
| All | +261.2% | +356.9% | -95.7% | +116.5% |
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