+3.2%
HAL vs VTR
+100.2%
-97.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.0% | -3.4% |
| 7D | -3.3% | -1.8% | -1.5% | -2.5% |
| 30D | +7.2% | +4.0% | +3.2% | +5.1% |
| 3M | -8.8% | +7.8% | -16.6% | -12.7% |
| 6M | +3.0% | +6.4% | -3.4% | -1.5% |
| YTD | +29.4% | +18.3% | +11.1% | +17.1% |
| 1Y | +62.8% | +33.9% | +28.9% | +37.7% |
| 3Y | -6.4% | +134.3% | -140.8% | -42.7% |
| 5Y | +103.6% | +90.3% | +13.4% | +35.8% |
| All | +3.2% | +100.2% | -97.0% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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