+677.7%
HPE vs VTR
+149.4%
+528.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.2% | +7.9% |
| 7D | +10.1% | -2.4% | +12.5% | +11.0% |
| 30D | +5.3% | -3.7% | +9.0% | +6.5% |
| 3M | +12.7% | +13.5% | -0.9% | +7.6% |
| 6M | +167.7% | +7.2% | +160.5% | +158.7% |
| YTD | +135.5% | +17.6% | +117.9% | +120.6% |
| 1Y | +143.4% | +35.4% | +108.0% | +116.9% |
| 3Y | +249.2% | +132.8% | +116.3% | +153.7% |
| 5Y | +343.8% | +88.7% | +255.2% | +241.6% |
| 10Y | +495.9% | +87.6% | +408.2% | +299.6% |
| All | +677.7% | +149.4% | +528.3% | +325.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling