+757.8%
WELL vs HCA
+1,648.5%
-890.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.7% |
| 7D | -0.8% | -3.1% | +2.3% | +0.3% |
| 30D | -0.1% | -1.1% | +1.1% | +0.2% |
| 3M | +18.0% | +12.2% | +5.9% | +12.6% |
| 6M | +15.0% | -25.3% | +40.3% | +26.5% |
| YTD | +28.6% | -12.9% | +41.6% | +33.2% |
| 1Y | +42.9% | -0.9% | +43.9% | +40.8% |
| 3Y | +203.0% | +47.6% | +155.4% | +151.4% |
| 5Y | +206.9% | +67.0% | +139.9% | +134.9% |
| 10Y | +339.5% | +471.4% | -132.0% | +120.2% |
| All | +757.8% | +1,648.5% | -890.7% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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