+8,455.5%
WELL vs HIG
+1,002.1%
+7,453.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -0.1% | -3.2% | +3.1% | +0.6% |
| 3M | +18.0% | +9.1% | +8.9% | +15.8% |
| 6M | +15.0% | -1.8% | +16.8% | +15.4% |
| YTD | +28.6% | +1.8% | +26.8% | +28.0% |
| 1Y | +42.9% | +4.6% | +38.4% | +41.2% |
| 3Y | +203.0% | +101.6% | +101.4% | +159.1% |
| 5Y | +206.9% | +124.5% | +82.4% | +155.4% |
| 10Y | +339.5% | +317.8% | +21.7% | +224.3% |
| All | +8,455.5% | +1,002.1% | +7,453.4% | +4,273.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling