+588.3%
HWM vs VEEV
-3.6%
+591.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -1.8% | +0.8% | -2.5% | -1.9% |
| 30D | -2.7% | +3.2% | -5.9% | -3.3% |
| 3M | -22.7% | +30.2% | -52.9% | -26.0% |
| 6M | -18.9% | +83.7% | -102.6% | -27.0% |
| YTD | +7.1% | +36.9% | -29.8% | +1.5% |
| 1Y | +4.7% | +3.3% | +1.4% | +5.3% |
| 3Y | +345.6% | +85.1% | +260.5% | +286.0% |
| 5Y | +588.3% | -2.6% | +590.9% | +538.1% |
| All | +588.3% | -3.6% | +591.9% | +538.1% |
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