+1,458.8%
WELL vs HBM
+613.3%
+845.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.9% |
| 7D | -0.8% | -6.4% | +5.6% | -0.1% |
| 30D | -0.1% | +5.9% | -6.0% | -0.9% |
| 3M | +18.0% | -8.9% | +26.9% | +18.3% |
| 6M | +15.0% | +10.7% | +4.3% | +11.9% |
| YTD | +28.6% | +38.3% | -9.7% | +21.2% |
| 1Y | +42.9% | +121.3% | -78.4% | +26.4% |
| 3Y | +203.0% | +450.6% | -247.6% | +131.6% |
| 5Y | +206.9% | +338.0% | -131.1% | +132.8% |
| 10Y | +339.5% | +578.6% | -239.1% | +175.0% |
| All | +1,458.8% | +613.3% | +845.4% | +595.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling