+468.3%
WELL vs HBM
+274.8%
+193.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.1% | -1.3% | +1.3% | +0.1% |
| 30D | +7.8% | -14.8% | +22.6% | +9.3% |
| 3M | +10.2% | -20.7% | +30.9% | +12.3% |
| 6M | +16.4% | -13.9% | +30.3% | +16.4% |
| YTD | +35.2% | +10.6% | +24.5% | +30.1% |
| 1Y | +30.5% | +32.4% | -1.9% | +22.7% |
| 3Y | +206.1% | +432.0% | -225.9% | +132.7% |
| 5Y | +228.3% | +205.5% | +22.8% | +159.4% |
| 10Y | +468.3% | +291.1% | +177.2% | +262.2% |
| All | +468.3% | +274.8% | +193.5% | +262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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