+375.3%
HST vs VTR
+1,498.3%
-1,123.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.6% |
| 7D | +3.6% | +0.7% | +2.9% | +3.3% |
| 30D | +9.9% | +6.9% | +3.0% | +6.0% |
| 3M | +12.9% | +1.3% | +11.6% | +11.8% |
| 6M | +22.9% | +2.5% | +20.4% | +20.0% |
| YTD | +52.4% | +18.0% | +34.4% | +37.9% |
| 1Y | +52.5% | +19.5% | +33.1% | +36.9% |
| 3Y | +87.4% | +130.2% | -42.8% | +16.2% |
| 5Y | +82.9% | +93.8% | -10.9% | +22.0% |
| 10Y | +134.8% | +131.5% | +3.3% | +27.2% |
| All | +375.3% | +1,498.3% | -1,123.0% | +81.1% |
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 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