+24.3%
HWM vs VTR
+35.8%
-11.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.3% |
| 7D | -12.5% | -1.8% | -10.7% | -12.2% |
| 30D | -19.0% | +4.0% | -23.0% | -19.6% |
| 3M | -8.6% | +7.8% | -16.5% | -11.1% |
| 6M | -10.2% | +6.4% | -16.5% | -12.4% |
| YTD | +11.3% | +18.3% | -7.0% | +6.7% |
| 1Y | +24.3% | +33.9% | -9.7% | +17.5% |
| All | +24.3% | +35.8% | -11.5% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling