+256.9%
HL vs VEEV
+556.2%
-299.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -4.4% | -4.6% | +0.3% | -3.2% |
| 30D | +9.3% | +8.6% | +0.7% | +6.7% |
| 3M | +32.0% | +62.4% | -30.4% | +15.5% |
| 6M | -6.4% | +40.3% | -46.7% | -15.6% |
| YTD | +3.1% | +17.5% | -14.4% | -2.5% |
| 1Y | +77.6% | -6.1% | +83.7% | +77.8% |
| 3Y | +392.8% | +16.7% | +376.2% | +349.3% |
| 5Y | +234.1% | -13.3% | +247.5% | +217.3% |
| All | +256.9% | +556.2% | -299.3% | +112.2% |
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