+8,891.4%
WELL vs HIG
+992.6%
+7,898.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +7.8% | +5.4% | +2.4% | +6.6% |
| 3M | +10.2% | -0.9% | +11.2% | +10.4% |
| 6M | +16.4% | +4.8% | +11.6% | +15.1% |
| YTD | +35.2% | +0.9% | +34.3% | +34.7% |
| 1Y | +30.5% | +6.5% | +24.0% | +28.4% |
| 3Y | +206.1% | +95.7% | +110.3% | +163.4% |
| 5Y | +228.3% | +107.1% | +121.2% | +177.9% |
| 10Y | +468.3% | +262.6% | +205.7% | +329.8% |
| All | +8,891.4% | +992.6% | +7,898.8% | +4,502.8% |
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