+370.3%
HPE vs WELL
+463.2%
-92.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | +7.9% | +0.1% | +7.7% | +7.8% |
| 30D | -23.5% | +5.7% | -29.1% | -25.1% |
| 3M | -19.1% | +4.6% | -23.7% | -20.5% |
| 6M | +51.4% | +11.9% | +39.5% | +44.1% |
| YTD | +103.4% | +33.6% | +69.9% | +81.1% |
| 1Y | +114.4% | +29.8% | +84.6% | +92.5% |
| 3Y | +224.7% | +202.2% | +22.5% | +110.3% |
| 5Y | +277.8% | +223.2% | +54.5% | +135.0% |
| All | +370.3% | +463.2% | -92.9% | +135.2% |
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