+419.5%
HL vs WELL
+201.2%
+218.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +0.4% | -1.1% | +1.5% | +0.7% |
| 30D | +18.8% | +0.7% | +18.1% | +18.4% |
| 3M | +43.7% | +14.5% | +29.2% | +36.5% |
| 6M | -1.0% | +14.4% | -15.5% | -6.1% |
| YTD | +8.7% | +28.5% | -19.7% | -2.5% |
| 1Y | +105.0% | +41.8% | +63.2% | +71.6% |
| All | +419.5% | +201.2% | +218.2% | +164.4% |
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