+388.5%
HPE vs WELL
+464.2%
-75.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +13.6% | +0.1% | +13.4% | +13.6% |
| 30D | -27.1% | +6.8% | -33.9% | -28.9% |
| 3M | -14.5% | +6.7% | -21.2% | -16.6% |
| 6M | +66.9% | +13.8% | +53.1% | +57.9% |
| YTD | +111.3% | +33.8% | +77.5% | +88.0% |
| 1Y | +117.5% | +29.6% | +87.9% | +95.4% |
| 3Y | +238.1% | +203.1% | +35.0% | +118.8% |
| 5Y | +292.4% | +223.8% | +68.5% | +144.0% |
| All | +388.5% | +464.2% | -75.8% | +144.1% |
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 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