+349.9%
WELL vs HIG
+315.0%
+35.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.2% | -2.3% | 0.0% | -0.9% |
| 30D | +4.7% | -1.2% | +5.9% | +5.3% |
| 3M | +11.9% | +6.3% | +5.6% | +7.7% |
| 6M | +14.3% | +0.6% | +13.7% | +13.3% |
| YTD | +28.4% | +0.6% | +27.7% | +27.0% |
| 1Y | +42.3% | +6.1% | +36.2% | +35.8% |
| 3Y | +202.6% | +102.0% | +100.6% | +88.2% |
| 5Y | +206.5% | +119.2% | +87.3% | +75.3% |
| All | +349.9% | +315.0% | +35.0% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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