+621.4%
WELL vs HLT
+637.7%
-16.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +1.3% |
| 7D | -1.3% | -2.4% | +1.1% | -0.3% |
| 30D | +0.5% | -4.1% | +4.6% | +2.2% |
| 3M | +19.1% | -10.6% | +29.6% | +24.3% |
| 6M | +17.0% | +2.0% | +14.9% | +15.1% |
| YTD | +29.2% | +6.1% | +23.1% | +24.8% |
| 1Y | +42.1% | +9.8% | +32.3% | +34.7% |
| 3Y | +204.5% | +99.0% | +105.5% | +116.0% |
| 5Y | +211.0% | +151.5% | +59.5% | +88.6% |
| 10Y | +337.6% | +561.1% | -223.5% | +91.8% |
| All | +621.4% | +637.7% | -16.3% | +221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling