+1,490.9%
HWM vs VEEV
+659.1%
+831.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +11.1% | -2.5% | +13.6% | +11.6% |
| 30D | +3.0% | +0.3% | +2.7% | +2.7% |
| 3M | -20.7% | +25.2% | -45.9% | -24.6% |
| 6M | -17.2% | +89.7% | -106.9% | -28.1% |
| YTD | +9.1% | +35.5% | -26.4% | +0.9% |
| 1Y | +9.0% | +1.8% | +7.2% | +7.5% |
| 3Y | +353.8% | +83.2% | +270.6% | +282.8% |
| 5Y | +608.0% | -4.8% | +612.8% | +570.8% |
| All | +1,490.9% | +659.1% | +831.8% | +670.0% |
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