+109.0%
HST vs VEEV
+556.2%
-447.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | +0.9% | -4.6% | +5.5% | +1.6% |
| 30D | -2.5% | +8.6% | -11.1% | -4.0% |
| 3M | -5.1% | +62.4% | -67.6% | -12.8% |
| 6M | +21.6% | +40.3% | -18.6% | +14.0% |
| YTD | +31.6% | +17.5% | +14.1% | +26.9% |
| 1Y | +36.1% | -6.1% | +42.3% | +36.0% |
| 3Y | +66.5% | +16.7% | +49.8% | +57.7% |
| 5Y | +76.6% | -13.3% | +89.9% | +68.3% |
| All | +109.0% | +556.2% | -447.1% | +27.1% |
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