+389.9%
HWM vs VTR
+131.6%
+258.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.4% | -10.3% | -10.6% |
| 7D | -9.2% | -2.4% | -6.8% | -8.6% |
| 30D | -17.9% | -3.7% | -14.1% | -17.1% |
| 3M | -6.0% | +13.5% | -19.6% | -10.0% |
| 6M | -7.4% | +7.2% | -14.5% | -9.7% |
| YTD | +13.1% | +17.6% | -4.5% | +7.5% |
| 1Y | +29.3% | +35.4% | -6.1% | +18.1% |
| 3Y | +389.9% | +132.8% | +257.1% | +270.8% |
| All | +389.9% | +131.6% | +258.3% | +270.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling