+1,547.2%
HWM vs VTR
+101.8%
+1,445.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.5% |
| 7D | -12.5% | -1.8% | -10.7% | -11.8% |
| 30D | -19.0% | +4.0% | -23.0% | -20.3% |
| 3M | -8.6% | +7.8% | -16.5% | -12.1% |
| 6M | -10.2% | +6.4% | -16.5% | -13.2% |
| YTD | +11.3% | +18.3% | -7.0% | +2.8% |
| 1Y | +24.3% | +33.9% | -9.7% | +8.3% |
| 3Y | +382.3% | +134.3% | +247.9% | +221.7% |
| 5Y | +640.6% | +90.3% | +550.4% | +433.0% |
| All | +1,547.2% | +101.8% | +1,445.4% | +872.7% |
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