+204.5%
WELL vs HIG
+99.1%
+105.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.2% |
| 7D | -1.3% | -1.1% | -0.2% | -0.9% |
| 30D | +0.5% | -4.9% | +5.4% | +2.4% |
| 3M | +19.1% | +6.8% | +12.3% | +16.2% |
| 6M | +17.0% | -1.7% | +18.7% | +17.3% |
| YTD | +29.2% | -0.2% | +29.4% | +28.9% |
| 1Y | +42.1% | +5.7% | +36.4% | +38.6% |
| 3Y | +204.5% | +100.3% | +104.3% | +132.9% |
| All | +204.5% | +99.1% | +105.5% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling