+1,497.0%
HWM vs VTR
+99.6%
+1,397.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 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% | -0.1% |
| 1Y | +9.9% | +18.0% | -8.0% | +1.3% |
| 3Y | +342.1% | +127.4% | +214.8% | +199.1% |
| 5Y | +600.8% | +92.3% | +508.5% | +402.0% |
| 10Y | +1,493.8% | +129.6% | +1,364.2% | +847.1% |
| All | +1,497.0% | +99.6% | +1,397.5% | +845.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling