+18,665.9%
WELL vs HST
+1,330.6%
+17,335.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.1% |
| 7D | -0.8% | -1.0% | +0.2% | -0.5% |
| 30D | -0.1% | -12.3% | +12.2% | +4.3% |
| 3M | +18.0% | -6.4% | +24.4% | +20.4% |
| 6M | +15.0% | +15.0% | 0.0% | +9.1% |
| YTD | +28.6% | +30.5% | -1.9% | +16.6% |
| 1Y | +42.9% | +35.7% | +7.2% | +27.4% |
| 3Y | +203.0% | +68.4% | +134.6% | +144.6% |
| 5Y | +206.9% | +73.1% | +133.8% | +138.1% |
| 10Y | +339.5% | +92.7% | +246.7% | +224.3% |
| All | +18,665.9% | +1,330.6% | +17,335.2% | +8,528.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling