+122.4%
HST vs VTR
+130.3%
-7.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | +11.2% | +5.5% | +5.7% | +8.1% |
| 3M | +13.1% | -0.9% | +14.0% | +13.3% |
| 6M | +23.9% | -0.4% | +24.3% | +23.0% |
| YTD | +52.3% | +17.0% | +35.3% | +38.7% |
| 1Y | +56.7% | +18.0% | +38.7% | +41.9% |
| 3Y | +87.5% | +127.4% | -39.9% | +16.8% |
| 5Y | +82.8% | +92.3% | -9.5% | +22.4% |
| All | +122.4% | +130.3% | -7.9% | +18.6% |
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