+225.5%
HOOD vs VTR
+79.2%
+146.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.2% |
| 7D | -9.1% | -1.8% | -7.3% | -8.4% |
| 30D | +20.1% | +4.0% | +16.1% | +18.1% |
| 3M | +31.2% | +7.8% | +23.4% | +25.9% |
| 6M | +44.3% | +6.4% | +38.0% | +38.6% |
| YTD | +0.2% | +18.3% | -18.1% | -9.0% |
| 1Y | -3.5% | +33.9% | -37.5% | -18.3% |
| 3Y | +955.2% | +134.3% | +820.9% | +558.5% |
| 5Y | +175.3% | +90.3% | +85.0% | +72.8% |
| All | +225.5% | +79.2% | +146.3% | +63.3% |
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