+602.3%
HL vs VEEV
+586.3%
+16.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | +0.4% | -7.1% | +7.5% | +2.0% |
| 30D | +18.8% | +11.1% | +7.7% | +15.8% |
| 3M | +43.7% | +55.5% | -11.8% | +29.3% |
| 6M | -1.0% | +33.4% | -34.4% | -8.4% |
| YTD | +8.7% | +16.8% | -8.1% | +3.6% |
| 1Y | +105.0% | -7.7% | +112.7% | +105.6% |
| 3Y | +427.3% | +18.4% | +408.9% | +386.3% |
| 5Y | +249.3% | -14.8% | +264.1% | +235.4% |
| 10Y | +284.2% | +546.5% | -262.3% | +156.0% |
| All | +602.3% | +586.3% | +16.0% | +334.8% |
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