+1,773.8%
HWM vs VEEV
+609.9%
+1,163.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.1% |
| 7D | -2.1% | -0.6% | -1.5% | -2.1% |
| 30D | -11.0% | +28.8% | -39.8% | -15.7% |
| 3M | +4.0% | +54.0% | -50.0% | -5.4% |
| 6M | -0.2% | +46.0% | -46.2% | -8.8% |
| YTD | +26.7% | +23.2% | +3.4% | +19.6% |
| 1Y | +44.7% | +1.9% | +42.9% | +42.4% |
| 3Y | +426.1% | +27.0% | +399.1% | +380.8% |
| 5Y | +738.5% | -13.4% | +751.9% | +709.4% |
| All | +1,773.8% | +609.9% | +1,163.9% | +820.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling