+546.5%
VEEV vs HAS
+54.3%
+492.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | -7.1% | -4.8% | -2.3% | -5.8% |
| 30D | +11.1% | -5.1% | +16.3% | +12.6% |
| 3M | +55.5% | +6.4% | +49.2% | +52.3% |
| 6M | +33.4% | -5.6% | +39.0% | +34.2% |
| YTD | +16.8% | +11.0% | +5.9% | +11.8% |
| 1Y | -7.7% | +16.8% | -24.5% | -13.2% |
| 3Y | +18.4% | +44.0% | -25.7% | +1.9% |
| 5Y | -14.8% | +11.0% | -25.8% | -21.7% |
| 10Y | +546.5% | +56.0% | +490.5% | +414.5% |
| All | +546.5% | +54.3% | +492.3% | +414.5% |
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