+217.2%
HPQ vs WELL
+356.9%
-139.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +3.5% | -2.2% | +5.7% | +4.3% |
| 30D | +13.7% | +4.7% | +9.0% | +11.9% |
| 3M | +33.9% | +11.9% | +21.9% | +28.5% |
| 6M | +80.9% | +14.3% | +66.6% | +71.4% |
| YTD | +52.6% | +28.4% | +24.2% | +38.2% |
| 1Y | +21.2% | +42.3% | -21.0% | +5.5% |
| 3Y | +26.9% | +202.6% | -175.7% | -18.8% |
| 5Y | +41.1% | +206.5% | -165.4% | -11.5% |
| All | +217.2% | +356.9% | -139.7% | +56.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling