+31.5%
WELL vs HST
+55.2%
-23.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.2% |
| 7D | +3.0% | +0.6% | +2.5% | +3.0% |
| 30D | +10.2% | +14.5% | -4.3% | +8.6% |
| 3M | +6.1% | +15.4% | -9.3% | +4.5% |
| 6M | +16.6% | +22.0% | -5.4% | +14.5% |
| YTD | +35.3% | +54.9% | -19.5% | +32.4% |
| 1Y | +31.5% | +54.0% | -22.5% | +29.5% |
| All | +31.5% | +55.2% | -23.8% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling