+471.8%
WELL vs HAS
+102.6%
+369.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +2.7% | +3.3% | -0.6% | +1.8% |
| 30D | +9.8% | +30.5% | -20.7% | +1.6% |
| 3M | +5.8% | +29.9% | -24.1% | -2.2% |
| 6M | +16.2% | +26.5% | -10.3% | +7.7% |
| YTD | +34.9% | +51.9% | -17.1% | +17.7% |
| 1Y | +31.0% | +60.9% | -29.9% | +12.2% |
| 3Y | +205.4% | +215.0% | -9.6% | +101.5% |
| 5Y | +220.8% | +51.5% | +169.4% | +167.1% |
| 10Y | +471.8% | +102.2% | +369.6% | +293.9% |
| All | +471.8% | +102.6% | +369.2% | +293.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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