+481.7%
HD vs VEEV
+623.9%
-142.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.5% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | -8.4% | +28.8% | -37.3% | -13.1% |
| 3M | +4.3% | +54.0% | -49.7% | -4.5% |
| 6M | -11.1% | +46.0% | -57.1% | -18.3% |
| YTD | -4.7% | +23.2% | -27.9% | -9.6% |
| 1Y | -19.8% | +1.9% | -21.7% | -21.3% |
| 3Y | +4.1% | +27.0% | -22.9% | -4.2% |
| 5Y | +10.3% | -13.4% | +23.7% | +6.1% |
| 10Y | +203.2% | +575.2% | -372.1% | +111.4% |
| All | +481.7% | +623.9% | -142.2% | +284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling