+123.6%
HOOD vs VEEV
-8.8%
+132.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.1% |
| 7D | -3.8% | -0.7% | -3.0% | -3.3% |
| 30D | -23.0% | +1.4% | -24.4% | -23.9% |
| 3M | -21.6% | +19.4% | -41.0% | -31.1% |
| 6M | +1.4% | +93.6% | -92.2% | -37.0% |
| YTD | -31.2% | +35.1% | -66.2% | -45.8% |
| 1Y | -35.9% | +3.4% | -39.3% | -39.4% |
| 3Y | +836.9% | +81.4% | +755.6% | +461.7% |
| 5Y | +121.1% | -5.1% | +126.2% | +133.1% |
| All | +123.6% | -8.8% | +132.4% | +175.7% |
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 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