+356.5%
WELL vs HDB
+32.4%
+324.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | -1.1% | -4.9% | +3.7% | +0.3% |
| 30D | +0.7% | -5.8% | +6.6% | +2.5% |
| 3M | +14.5% | -5.2% | +19.7% | +15.6% |
| 6M | +14.4% | -25.7% | +40.1% | +23.9% |
| YTD | +28.5% | -39.6% | +68.0% | +48.0% |
| 1Y | +41.8% | -36.9% | +78.7% | +60.8% |
| 3Y | +202.8% | -29.7% | +232.5% | +225.1% |
| 5Y | +208.8% | -37.8% | +246.6% | +239.8% |
| 10Y | +356.5% | +33.7% | +322.8% | +312.6% |
| All | +356.5% | +32.4% | +324.1% | +312.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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