+469.0%
WELL vs HAS
+102.4%
+366.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | +3.0% | +3.3% | -0.2% | +2.1% |
| 30D | +10.2% | +30.5% | -20.3% | +2.0% |
| 3M | +6.1% | +29.9% | -23.8% | -1.8% |
| 6M | +16.6% | +26.5% | -9.9% | +8.1% |
| YTD | +35.3% | +51.9% | -16.6% | +18.1% |
| 1Y | +31.5% | +60.9% | -29.4% | +12.6% |
| 3Y | +206.5% | +215.0% | -8.5% | +102.3% |
| 5Y | +222.0% | +51.5% | +170.5% | +168.0% |
| All | +469.0% | +102.4% | +366.7% | +293.7% |
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