+225.5%
HOOD vs VEEV
-21.1%
+246.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -9.1% | -8.2% | -0.9% | -4.0% |
| 30D | +20.1% | +10.3% | +9.8% | +11.6% |
| 3M | +31.2% | +59.4% | -28.1% | -6.4% |
| 6M | +44.3% | +37.6% | +6.7% | +12.6% |
| YTD | +0.2% | +16.9% | -16.7% | -12.9% |
| 1Y | -3.5% | -5.0% | +1.4% | -3.4% |
| 3Y | +955.2% | +18.5% | +936.8% | +759.0% |
| 5Y | +175.3% | -13.8% | +189.1% | +220.6% |
| All | +225.5% | -21.1% | +246.5% | +342.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling