+8,786.3%
WELL vs HIG
+995.0%
+7,791.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +0.1% | +2.6% | -2.5% | -0.4% |
| 30D | +5.7% | +4.2% | +1.5% | +4.7% |
| 3M | +4.6% | +0.2% | +4.4% | +4.5% |
| 6M | +11.9% | +4.6% | +7.2% | +10.7% |
| YTD | +33.6% | +1.1% | +32.5% | +33.1% |
| 1Y | +29.8% | +4.7% | +25.1% | +28.2% |
| 3Y | +202.2% | +95.5% | +106.7% | +160.1% |
| 5Y | +223.2% | +111.7% | +111.6% | +172.4% |
| 10Y | +461.7% | +263.4% | +198.3% | +324.6% |
| All | +8,786.3% | +995.0% | +7,791.4% | +4,446.9% |
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 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