+220.1%
HUT vs VEEV
+285.8%
-65.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -7.0% |
| 7D | +9.3% | -0.7% | +10.1% | +9.7% |
| 30D | -23.1% | +1.4% | -24.5% | -24.1% |
| 3M | -30.6% | +19.4% | -49.9% | -37.5% |
| 6M | -46.9% | +93.6% | -140.5% | -64.0% |
| YTD | +25.3% | +35.1% | -9.8% | +0.9% |
| 1Y | +59.8% | +3.4% | +56.5% | +48.6% |
| 3Y | +467.2% | +81.4% | +385.8% | +266.7% |
| 5Y | -24.6% | -5.1% | -19.6% | -34.0% |
| All | +220.1% | +285.8% | -65.7% | +145.7% |
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