+88.0%
VTR vs HTZ
-92.5%
+180.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.3% | -9.2% | -0.3% |
| 7D | +1.4% | -27.4% | +28.8% | +2.4% |
| 30D | +8.2% | -11.4% | +19.6% | +8.5% |
| 3M | +4.6% | -33.1% | +37.7% | +5.7% |
| 6M | +4.3% | -73.5% | +77.8% | +8.8% |
| YTD | +19.0% | -68.1% | +87.1% | +22.4% |
| 1Y | +21.6% | -74.3% | +95.9% | +26.3% |
| 3Y | +132.2% | -80.9% | +213.1% | +139.9% |
| 5Y | +94.4% | -93.8% | +188.2% | +117.1% |
| All | +88.0% | -92.5% | +180.5% | +113.4% |
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