+468.3%
WELL vs HST
+143.8%
+324.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +0.1% | -1.3% | +1.3% | +0.6% |
| 30D | +7.8% | +13.4% | -5.6% | +1.1% |
| 3M | +10.2% | +16.7% | -6.5% | +1.8% |
| 6M | +16.4% | +24.0% | -7.6% | +3.7% |
| YTD | +35.2% | +54.0% | -18.8% | +7.2% |
| 1Y | +30.5% | +55.0% | -24.6% | +2.8% |
| 3Y | +206.1% | +89.3% | +116.7% | +107.0% |
| 5Y | +228.3% | +85.4% | +142.8% | +108.9% |
| 10Y | +468.3% | +137.1% | +331.2% | +170.0% |
| All | +468.3% | +143.8% | +324.5% | +170.0% |
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