+256.9%
HL vs VTR
+99.2%
+157.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -4.4% | -0.3% | -4.0% | -4.3% |
| 30D | +9.3% | +1.1% | +8.2% | +8.9% |
| 3M | +32.0% | +7.9% | +24.1% | +27.7% |
| 6M | -6.4% | +6.2% | -12.6% | -9.3% |
| YTD | +3.1% | +17.7% | -14.6% | -3.8% |
| 1Y | +77.6% | +32.9% | +44.7% | +57.9% |
| 3Y | +392.8% | +129.7% | +263.1% | +257.6% |
| 5Y | +234.1% | +89.3% | +144.8% | +156.3% |
| All | +256.9% | +99.2% | +157.7% | +145.8% |
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