+86.4%
VTR vs HTZ
-93.0%
+179.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | -0.6% |
| 7D | +0.7% | -14.0% | +14.7% | +1.2% |
| 30D | +6.9% | -19.8% | +26.7% | +7.6% |
| 3M | +1.3% | -45.0% | +46.3% | +3.2% |
| 6M | +2.5% | -73.2% | +75.7% | +6.8% |
| YTD | +18.0% | -70.0% | +88.0% | +21.6% |
| 1Y | +19.5% | -75.7% | +95.2% | +24.3% |
| 3Y | +130.2% | -82.1% | +212.3% | +138.4% |
| 5Y | +93.8% | -94.3% | +188.1% | +116.9% |
| All | +86.4% | -93.0% | +179.4% | +112.0% |
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