+634.9%
HLT vs VNQ
+145.0%
+489.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.5% |
| 7D | -1.6% | -1.3% | -0.3% | -0.8% |
| 30D | -5.0% | -2.6% | -2.4% | -3.3% |
| 3M | -10.4% | -2.0% | -8.4% | -9.3% |
| 6M | +3.2% | +4.3% | -1.1% | +0.1% |
| YTD | +6.7% | +9.2% | -2.5% | +0.3% |
| 1Y | +10.3% | +5.6% | +4.7% | +6.0% |
| 3Y | +99.3% | +30.8% | +68.5% | +63.3% |
| 5Y | +143.7% | +8.0% | +135.7% | +127.5% |
| 10Y | +584.7% | +63.7% | +521.0% | +377.7% |
| All | +634.9% | +145.0% | +489.9% | +342.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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