+455.3%
WELL vs HAS
+106.1%
+349.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | +3.5% | +2.2% | +1.3% | +2.9% |
| 30D | +9.7% | +29.6% | -19.9% | +1.7% |
| 3M | +4.8% | +30.3% | -25.5% | -3.1% |
| 6M | +16.1% | +25.6% | -9.5% | +7.8% |
| YTD | +34.7% | +50.8% | -16.1% | +17.8% |
| 1Y | +31.9% | +63.0% | -31.1% | +12.5% |
| 3Y | +209.9% | +211.6% | -1.7% | +105.2% |
| 5Y | +226.5% | +50.4% | +176.1% | +172.4% |
| 10Y | +455.3% | +101.9% | +353.4% | +282.0% |
| All | +455.3% | +106.1% | +349.2% | +282.0% |
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