+4,636.4%
HD vs VTR
+1,512.0%
+3,124.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.2% | +1.4% | -2.5% | -1.5% |
| 30D | +20.9% | +8.2% | +12.6% | +18.8% |
| 3M | -0.2% | +4.6% | -4.8% | -1.2% |
| 6M | +14.5% | +4.3% | +10.2% | +13.1% |
| YTD | +4.3% | +19.0% | -14.7% | -0.2% |
| 1Y | -3.5% | +21.6% | -25.1% | -8.1% |
| 3Y | +30.1% | +132.2% | -102.1% | +6.2% |
| 5Y | +8.5% | +94.4% | -85.9% | -8.7% |
| 10Y | +245.3% | +133.5% | +111.8% | +158.5% |
| All | +4,636.4% | +1,512.0% | +3,124.4% | +2,676.5% |
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