+657.9%
VEEV vs HAS
+99.1%
+558.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | -0.2% |
| 7D | -2.5% | +1.6% | -4.1% | -2.9% |
| 30D | +0.3% | +26.6% | -26.4% | -6.3% |
| 3M | +25.2% | +29.0% | -3.8% | +16.3% |
| 6M | +89.7% | +30.6% | +59.1% | +74.7% |
| YTD | +35.5% | +51.5% | -16.0% | +18.7% |
| 1Y | +1.8% | +58.5% | -56.6% | -12.1% |
| 3Y | +83.2% | +214.1% | -130.9% | +25.8% |
| 5Y | -4.8% | +50.2% | -55.0% | -19.6% |
| All | +657.9% | +99.1% | +558.9% | +470.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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