+307.0%
HST vs VTR
+1,499.7%
-1,192.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.3% |
| 7D | -1.0% | -1.7% | +0.6% | -0.2% |
| 30D | -12.3% | -2.4% | -9.8% | -11.2% |
| 3M | -6.4% | +14.8% | -21.1% | -13.4% |
| 6M | +15.0% | +5.3% | +9.7% | +10.8% |
| YTD | +30.5% | +18.1% | +12.4% | +18.4% |
| 1Y | +35.7% | +36.7% | -1.0% | +13.5% |
| 3Y | +68.4% | +130.1% | -61.7% | +4.4% |
| 5Y | +73.1% | +89.5% | -16.4% | +16.7% |
| 10Y | +92.7% | +87.4% | +5.4% | +16.5% |
| All | +307.0% | +1,499.7% | -1,192.7% | +55.5% |
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