+206.5%
WELL vs HLT
+145.1%
+61.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -2.2% | -2.6% | +0.3% | -1.6% |
| 30D | +4.7% | -2.6% | +7.3% | +5.3% |
| 3M | +11.9% | -9.4% | +21.4% | +14.5% |
| 6M | +14.3% | +2.7% | +11.6% | +13.0% |
| YTD | +28.4% | +6.8% | +21.6% | +25.6% |
| 1Y | +42.3% | +12.4% | +29.9% | +37.1% |
| 3Y | +202.6% | +100.2% | +102.4% | +143.0% |
| 5Y | +206.5% | +143.7% | +62.8% | +129.4% |
| All | +206.5% | +145.1% | +61.5% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling