+614.6%
VTR vs HBM
+654.4%
-39.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -1.2% |
| 7D | -2.4% | +7.4% | -9.7% | -3.3% |
| 30D | -3.7% | +5.1% | -8.8% | -4.5% |
| 3M | +13.5% | +11.1% | +2.4% | +11.0% |
| 6M | +7.2% | +30.2% | -23.0% | +1.4% |
| YTD | +17.6% | +46.2% | -28.6% | +8.7% |
| 1Y | +35.4% | +120.0% | -84.7% | +17.2% |
| 3Y | +132.8% | +527.4% | -394.6% | +66.3% |
| 5Y | +88.7% | +400.4% | -311.7% | +33.5% |
| 10Y | +87.6% | +621.5% | -533.9% | +6.5% |
| All | +614.6% | +654.4% | -39.7% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling