+82.9%
HST vs VTR
+92.5%
-9.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | +3.6% | +0.7% | +2.9% | +3.3% |
| 30D | +9.9% | +6.9% | +3.0% | +6.9% |
| 3M | +12.9% | +1.3% | +11.6% | +12.1% |
| 6M | +22.9% | +2.5% | +20.4% | +20.8% |
| YTD | +52.4% | +18.0% | +34.4% | +40.6% |
| 1Y | +52.5% | +19.5% | +33.1% | +39.8% |
| 3Y | +87.4% | +130.2% | -42.8% | +19.7% |
| 5Y | +82.9% | +93.8% | -10.9% | +29.5% |
| All | +82.9% | +92.5% | -9.6% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling