+152.3%
HUM vs VEEV
+556.2%
-403.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +2.2% |
| 7D | +2.1% | -4.6% | +6.7% | +2.8% |
| 30D | +5.4% | +8.6% | -3.3% | +3.6% |
| 3M | +11.4% | +62.4% | -51.0% | +2.0% |
| 6M | +141.5% | +40.3% | +101.3% | +125.9% |
| YTD | +61.2% | +17.5% | +43.6% | +55.3% |
| 1Y | +49.2% | -6.1% | +55.3% | +49.0% |
| 3Y | -9.0% | +16.7% | -25.7% | -13.9% |
| 5Y | +7.2% | -13.3% | +20.5% | +4.8% |
| All | +152.3% | +556.2% | -403.9% | +60.4% |
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