+577.9%
HWM vs VTR
+92.3%
+485.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +7.3% | +0.2% | +7.1% | +7.2% |
| 30D | +1.6% | +5.5% | -3.9% | -0.6% |
| 3M | -21.9% | -0.9% | -20.9% | -21.7% |
| 6M | -19.0% | -0.4% | -18.6% | -19.6% |
| YTD | +7.9% | +17.0% | -9.1% | +0.4% |
| 1Y | +9.9% | +18.0% | -8.0% | +1.8% |
| 3Y | +342.1% | +127.4% | +214.8% | +199.1% |
| All | +577.9% | +92.3% | +485.6% | +401.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling