+65.0%
HST vs VTR
+131.3%
-66.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.3% | -2.9% | +2.6% | +0.4% |
| 30D | -2.8% | -2.8% | 0.0% | -2.2% |
| 3M | -6.5% | +9.0% | -15.5% | -8.5% |
| 6M | +20.7% | +5.0% | +15.8% | +19.0% |
| YTD | +30.5% | +16.9% | +13.5% | +25.2% |
| 1Y | +36.8% | +34.3% | +2.5% | +26.1% |
| All | +65.0% | +131.3% | -66.3% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling