+1,547.2%
HWM vs VEEV
+573.5%
+973.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.5% | -8.2% | -4.3% | -11.0% |
| 30D | -19.0% | +10.3% | -29.3% | -20.8% |
| 3M | -8.6% | +59.4% | -68.0% | -17.5% |
| 6M | -10.2% | +37.6% | -47.7% | -16.9% |
| YTD | +11.3% | +16.9% | -5.6% | +6.3% |
| 1Y | +24.3% | -5.0% | +29.2% | +24.1% |
| 3Y | +382.3% | +18.5% | +363.8% | +347.4% |
| 5Y | +640.6% | -13.8% | +654.4% | +614.2% |
| All | +1,547.2% | +573.5% | +973.7% | +717.8% |
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