+337.6%
WELL vs HST
+97.7%
+239.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -1.3% | +2.0% | -3.3% | -2.3% |
| 30D | +0.5% | -5.2% | +5.8% | +3.2% |
| 3M | +19.1% | -6.2% | +25.3% | +22.3% |
| 6M | +17.0% | +20.4% | -3.5% | +5.6% |
| YTD | +29.2% | +30.6% | -1.4% | +11.4% |
| 1Y | +42.1% | +37.4% | +4.8% | +18.8% |
| 3Y | +204.5% | +66.1% | +138.4% | +119.1% |
| 5Y | +211.0% | +73.7% | +137.3% | +101.1% |
| 10Y | +337.6% | +99.8% | +237.8% | +123.6% |
| All | +337.6% | +97.7% | +239.9% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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