+210.2%
HD vs VEEV
+538.1%
-328.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -1.8% | -7.1% | +5.3% | -0.2% |
| 30D | -10.8% | +11.1% | -22.0% | -13.3% |
| 3M | -2.7% | +55.5% | -58.2% | -12.5% |
| 6M | -10.3% | +33.4% | -43.6% | -17.0% |
| YTD | -7.8% | +16.8% | -24.7% | -12.3% |
| 1Y | -23.1% | -7.7% | -15.4% | -23.0% |
| 3Y | +2.0% | +18.4% | -16.4% | -6.2% |
| 5Y | +6.2% | -14.8% | +21.0% | +2.1% |
| 10Y | +210.2% | +546.5% | -336.3% | +99.1% |
| All | +210.2% | +538.1% | -328.0% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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