+655.5%
HWM vs VEEV
-14.3%
+669.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.7% | -7.0% | -10.2% |
| 7D | -9.2% | -5.2% | -4.0% | -8.4% |
| 30D | -17.9% | +14.9% | -32.8% | -19.7% |
| 3M | -6.0% | +58.4% | -64.4% | -13.1% |
| 6M | -7.4% | +35.5% | -42.8% | -12.2% |
| YTD | +13.1% | +18.6% | -5.5% | +9.7% |
| 1Y | +29.3% | -6.3% | +35.6% | +31.6% |
| 3Y | +389.9% | +20.2% | +369.7% | +362.9% |
| 5Y | +655.5% | -13.8% | +669.3% | +584.0% |
| All | +655.5% | -14.3% | +669.8% | +584.0% |
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 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