+90.3%
VTR vs HBM
+336.0%
-245.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.5% | +8.7% | +1.7% |
| 7D | -1.8% | -3.7% | +1.9% | -1.6% |
| 30D | +4.0% | -3.7% | +7.7% | +4.2% |
| 3M | +7.8% | +8.0% | -0.2% | +6.7% |
| 6M | +6.4% | +15.8% | -9.4% | +3.7% |
| YTD | +18.3% | +34.4% | -16.1% | +13.0% |
| 1Y | +33.9% | +98.2% | -64.2% | +22.0% |
| 3Y | +134.3% | +476.6% | -342.3% | +78.5% |
| 5Y | +90.3% | +331.1% | -240.8% | +47.9% |
| All | +90.3% | +336.0% | -245.7% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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