+107.4%
HST vs VEEV
+623.9%
-516.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.5% | +0.8% |
| 7D | -1.0% | -0.6% | -0.5% | -1.0% |
| 30D | -12.3% | +28.8% | -41.1% | -15.9% |
| 3M | -6.4% | +54.0% | -60.4% | -13.0% |
| 6M | +15.0% | +46.0% | -30.9% | +7.3% |
| YTD | +30.5% | +23.2% | +7.3% | +24.9% |
| 1Y | +35.7% | +1.9% | +33.8% | +33.6% |
| 3Y | +68.4% | +27.0% | +41.4% | +57.6% |
| 5Y | +73.1% | -13.4% | +86.5% | +66.6% |
| 10Y | +92.7% | +575.2% | -482.5% | +27.1% |
| All | +107.4% | +623.9% | -516.5% | +29.5% |
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