-1.0%
HL vs VTR
+7.2%
-8.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +1.8% |
| 7D | +0.4% | -2.9% | +3.3% | 0.0% |
| 30D | +18.8% | -2.8% | +21.6% | +18.3% |
| 3M | +43.7% | +9.0% | +34.7% | +44.4% |
| 6M | -1.0% | +5.0% | -6.0% | +8.8% |
| All | -1.0% | +7.2% | -8.3% | +8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling