+349.9%
WELL vs HBM
+622.7%
-272.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.5% | +7.4% | +0.7% |
| 7D | -2.2% | -3.7% | +1.5% | -1.9% |
| 30D | +4.7% | -3.7% | +8.3% | +4.9% |
| 3M | +11.9% | +8.0% | +3.9% | +10.3% |
| 6M | +14.3% | +15.8% | -1.5% | +10.8% |
| YTD | +28.4% | +34.4% | -6.0% | +21.6% |
| 1Y | +42.3% | +98.2% | -55.9% | +28.1% |
| 3Y | +202.6% | +476.6% | -274.0% | +130.7% |
| 5Y | +206.5% | +331.1% | -124.6% | +134.2% |
| All | +349.9% | +622.7% | -272.7% | +169.4% |
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