+256.3%
HL vs WELL
+204.6%
+51.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.2% |
| 7D | -7.6% | +0.1% | -7.8% | -7.6% |
| 30D | -17.5% | +6.8% | -24.3% | -19.1% |
| 3M | -26.2% | +6.7% | -33.0% | -27.7% |
| 6M | -35.1% | +13.8% | -48.9% | -37.9% |
| YTD | -30.4% | +33.8% | -64.2% | -38.3% |
| 1Y | -14.0% | +29.6% | -43.6% | -22.9% |
| All | +256.3% | +204.6% | +51.7% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling