+220.1%
HUT vs VTR
+149.0%
+71.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.8% | -6.3% | -6.8% |
| 7D | +9.3% | +0.2% | +9.2% | +9.3% |
| 30D | -23.1% | +5.5% | -28.6% | -25.2% |
| 3M | -30.6% | -0.9% | -29.7% | -31.0% |
| 6M | -46.9% | -0.4% | -46.4% | -48.4% |
| YTD | +25.3% | +17.0% | +8.3% | +13.6% |
| 1Y | +59.8% | +18.0% | +41.9% | +44.1% |
| 3Y | +467.2% | +127.4% | +339.8% | +275.9% |
| 5Y | -24.6% | +92.3% | -116.9% | -46.0% |
| All | +220.1% | +149.0% | +71.1% | +71.4% |
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