+448.2%
HUT vs VEEV
+235.7%
+212.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.6% |
| 7D | +5.4% | -4.6% | +10.0% | +7.7% |
| 30D | +8.6% | +8.6% | 0.0% | +3.1% |
| 3M | -15.2% | +62.4% | -77.7% | -36.4% |
| 6M | +92.9% | +40.3% | +52.6% | +53.3% |
| YTD | +114.6% | +17.5% | +97.1% | +86.5% |
| 1Y | +208.5% | -6.1% | +214.6% | +201.5% |
| 3Y | +821.5% | +16.7% | +804.8% | +658.1% |
| 5Y | +101.8% | -13.3% | +115.2% | +88.0% |
| All | +448.2% | +235.7% | +212.5% | +354.2% |
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