+18,665.9%
WELL vs HAS
+3,598.5%
+15,067.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.9% |
| 7D | -0.8% | -1.8% | +1.0% | -0.4% |
| 30D | -0.1% | +2.3% | -2.3% | -0.6% |
| 3M | +18.0% | +10.4% | +7.7% | +15.3% |
| 6M | +15.0% | -3.2% | +18.2% | +15.1% |
| YTD | +28.6% | +15.4% | +13.2% | +23.8% |
| 1Y | +42.9% | +18.8% | +24.1% | +36.5% |
| 3Y | +203.0% | +43.9% | +159.1% | +171.4% |
| 5Y | +206.9% | +13.9% | +193.0% | +184.5% |
| 10Y | +339.5% | +56.4% | +283.1% | +270.7% |
| All | +18,665.9% | +3,598.5% | +15,067.4% | +10,755.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling