+308.1%
HUBS vs VEEV
+556.2%
-248.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.4% |
| 7D | -9.0% | -4.6% | -4.4% | -5.7% |
| 30D | +7.2% | +8.6% | -1.4% | +0.8% |
| 3M | +20.9% | +62.4% | -41.6% | -15.4% |
| 6M | -13.0% | +40.3% | -53.3% | -31.1% |
| YTD | -43.8% | +17.5% | -61.4% | -49.2% |
| 1Y | -54.6% | -6.1% | -48.5% | -52.4% |
| 3Y | -58.5% | +16.7% | -75.1% | -65.6% |
| 5Y | -66.4% | -13.3% | -53.1% | -65.6% |
| All | +308.1% | +556.2% | -248.0% | +16.8% |
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