+4,228.5%
HD vs VTR
+1,499.7%
+2,728.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.4% |
| 7D | -2.1% | -1.7% | -0.4% | -1.7% |
| 30D | -8.4% | -2.4% | -6.0% | -8.0% |
| 3M | +4.3% | +14.8% | -10.4% | +0.9% |
| 6M | -11.1% | +5.3% | -16.5% | -12.5% |
| YTD | -4.7% | +18.1% | -22.8% | -8.6% |
| 1Y | -19.8% | +36.7% | -56.5% | -25.8% |
| 3Y | +4.1% | +130.1% | -126.0% | -14.9% |
| 5Y | +10.3% | +89.5% | -79.2% | -6.8% |
| 10Y | +203.2% | +87.4% | +115.8% | +137.3% |
| All | +4,228.5% | +1,499.7% | +2,728.7% | +2,441.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling