+225.8%
WELL vs HAS
+50.4%
+175.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | +4.4% | -0.2% | +4.6% | +4.5% |
| 30D | +10.8% | +31.0% | -20.2% | +5.7% |
| 3M | +4.2% | +30.7% | -26.5% | -0.7% |
| 6M | +14.0% | +23.9% | -9.9% | +9.4% |
| YTD | +33.4% | +48.3% | -14.9% | +23.4% |
| 1Y | +32.4% | +60.2% | -27.8% | +20.6% |
| 3Y | +194.7% | +189.2% | +5.5% | +127.4% |
| All | +225.8% | +50.4% | +175.4% | +192.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling