+204.5%
WELL vs HBM
+521.9%
-317.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.3% | +0.4% |
| 7D | -1.3% | +7.3% | -8.6% | -1.4% |
| 30D | +0.5% | +5.0% | -4.5% | +0.4% |
| 3M | +19.1% | +11.1% | +8.0% | +18.9% |
| 6M | +17.0% | +30.2% | -13.2% | +15.4% |
| YTD | +29.2% | +46.2% | -17.0% | +26.5% |
| 1Y | +42.1% | +120.0% | -77.8% | +35.9% |
| 3Y | +204.5% | +527.3% | -322.7% | +147.4% |
| All | +204.5% | +521.9% | -317.3% | +147.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling