+634.9%
HLT vs VTRS
-50.0%
+684.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -1.1% |
| 30D | -5.0% | +3.3% | -8.3% | -5.8% |
| 3M | -10.4% | +2.0% | -12.4% | -11.1% |
| 6M | +3.2% | +19.9% | -16.7% | -1.6% |
| YTD | +6.7% | +35.7% | -29.0% | -1.4% |
| 1Y | +10.3% | +68.1% | -57.8% | -3.5% |
| 3Y | +99.3% | +87.1% | +12.3% | +66.0% |
| 5Y | +143.7% | +47.6% | +96.0% | +110.0% |
| 10Y | +584.7% | -48.2% | +632.9% | +574.3% |
| All | +634.9% | -50.0% | +684.9% | +634.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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