+146.1%
HST vs VEEV
+704.1%
-558.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.6% |
| 7D | +0.6% | +0.8% | -0.2% | +0.5% |
| 30D | +14.5% | +3.2% | +11.3% | +13.9% |
| 3M | +15.4% | +30.2% | -14.8% | +10.4% |
| 6M | +22.0% | +83.7% | -61.7% | +10.0% |
| YTD | +54.9% | +36.9% | +18.0% | +45.7% |
| 1Y | +54.0% | +3.3% | +50.7% | +51.4% |
| 3Y | +90.4% | +85.1% | +5.4% | +68.4% |
| 5Y | +84.2% | -2.6% | +86.9% | +74.1% |
| 10Y | +144.6% | +676.7% | -532.1% | +57.8% |
| All | +146.1% | +704.1% | -558.0% | +51.1% |
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 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