+84.7%
VTR vs HTZ
-90.6%
+175.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.7% | -0.3% |
| 7D | -2.9% | -10.4% | +7.5% | -2.5% |
| 30D | -2.8% | -2.4% | -0.4% | -3.0% |
| 3M | +9.0% | -60.9% | +69.9% | +12.2% |
| 6M | +5.0% | -50.2% | +55.2% | +6.4% |
| YTD | +16.9% | -59.7% | +76.7% | +19.5% |
| 1Y | +34.3% | -66.0% | +100.3% | +37.7% |
| 3Y | +131.6% | -87.1% | +218.6% | +154.9% |
| 5Y | +88.0% | -86.9% | +174.9% | +105.7% |
| All | +84.7% | -90.6% | +175.3% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling