-18.9%
HUT vs VEEV
-4.4%
-14.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | +34.9% | -2.5% | +37.4% | +36.5% |
| 30D | -25.9% | +0.3% | -26.1% | -26.5% |
| 3M | -31.7% | +25.2% | -56.9% | -41.6% |
| 6M | -42.2% | +89.7% | -131.9% | -63.9% |
| YTD | +34.9% | +35.5% | -0.6% | +4.0% |
| 1Y | +48.5% | +1.8% | +46.7% | +41.6% |
| 3Y | +471.2% | +83.2% | +388.0% | +201.9% |
| 5Y | -18.9% | -4.8% | -14.1% | -10.7% |
| All | -18.9% | -4.4% | -14.4% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling