+66.1%
HST vs VEEV
+18.9%
+47.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.6% |
| 7D | +2.0% | -5.2% | +7.1% | +2.6% |
| 30D | -5.2% | +14.9% | -20.2% | -7.2% |
| 3M | -6.2% | +58.4% | -64.6% | -12.5% |
| 6M | +20.4% | +35.5% | -15.0% | +15.1% |
| YTD | +30.6% | +18.6% | +12.0% | +27.4% |
| 1Y | +37.4% | -6.3% | +43.7% | +39.7% |
| 3Y | +66.1% | +20.2% | +45.9% | +53.3% |
| All | +66.1% | +18.9% | +47.2% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling