+469.7%
WELL vs HUBS
+598.6%
-129.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.1% |
| 7D | -1.1% | -6.2% | +5.1% | -0.4% |
| 30D | +0.7% | +6.6% | -5.9% | -0.3% |
| 3M | +14.5% | +16.4% | -1.9% | +11.3% |
| 6M | +14.4% | -19.7% | +34.2% | +14.9% |
| YTD | +28.5% | -42.6% | +71.1% | +34.1% |
| 1Y | +41.8% | -54.2% | +95.9% | +52.0% |
| 3Y | +202.8% | -57.1% | +260.0% | +219.5% |
| 5Y | +208.8% | -66.2% | +275.1% | +220.2% |
| 10Y | +356.5% | +328.3% | +28.3% | +193.1% |
| All | +469.7% | +598.6% | -129.0% | +248.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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