+228.7%
HL vs VEEV
-13.7%
+242.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.8% |
| 3M | +32.0% | +62.4% | -30.4% | +16.1% |
| 6M | -6.4% | +40.3% | -46.7% | -15.0% |
| YTD | +3.1% | +17.5% | -14.4% | -1.7% |
| 1Y | +77.6% | -6.1% | +83.7% | +79.6% |
| 3Y | +392.8% | +16.7% | +376.2% | +348.4% |
| All | +228.7% | -13.7% | +242.4% | +192.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling