+403.8%
HUT vs VTR
+151.7%
+252.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -6.0% |
| 7D | +2.8% | -1.8% | +4.7% | +3.5% |
| 30D | +2.1% | +4.0% | -2.0% | +0.5% |
| 3M | -14.3% | +7.8% | -22.1% | -18.1% |
| 6M | +84.2% | +6.4% | +77.9% | +75.5% |
| YTD | +97.2% | +18.3% | +78.9% | +79.5% |
| 1Y | +192.7% | +33.9% | +158.8% | +150.8% |
| 3Y | +712.6% | +134.3% | +578.2% | +434.3% |
| 5Y | +85.5% | +90.3% | -4.8% | +33.8% |
| All | +403.8% | +151.7% | +252.1% | +170.9% |
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