+337.6%
WELL vs FHN
+126.5%
+211.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.8% |
| 7D | -1.3% | +2.7% | -4.0% | -2.2% |
| 30D | +0.5% | -3.1% | +3.6% | +1.5% |
| 3M | +19.1% | +2.3% | +16.7% | +18.0% |
| 6M | +17.0% | +9.7% | +7.2% | +13.1% |
| YTD | +29.2% | +4.7% | +24.5% | +26.4% |
| 1Y | +42.1% | +13.8% | +28.4% | +34.3% |
| 3Y | +204.5% | +131.6% | +73.0% | +112.8% |
| 5Y | +211.0% | +91.1% | +119.8% | +106.8% |
| 10Y | +337.6% | +126.6% | +211.0% | +114.3% |
| All | +337.6% | +126.5% | +211.1% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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