+349.8%
WELL vs HLT
+590.2%
-240.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.2% | -1.6% | +1.4% | +0.5% |
| 30D | +2.3% | -5.0% | +7.3% | +4.7% |
| 3M | +12.3% | -10.4% | +22.7% | +17.7% |
| 6M | +15.6% | +3.2% | +12.3% | +12.8% |
| YTD | +28.3% | +6.7% | +21.6% | +22.9% |
| 1Y | +41.9% | +10.3% | +31.6% | +33.2% |
| 3Y | +198.3% | +99.3% | +99.0% | +100.7% |
| 5Y | +206.4% | +143.7% | +62.7% | +73.5% |
| All | +349.8% | +590.2% | -240.4% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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