+724.5%
VEEV vs HAS
+289.8%
+434.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.4% |
| 7D | -0.2% | +2.2% | -2.4% | -0.8% |
| 30D | +3.5% | +29.6% | -26.1% | -4.2% |
| 3M | +32.9% | +30.3% | +2.7% | +22.8% |
| 6M | +84.2% | +25.6% | +58.6% | +71.0% |
| YTD | +37.3% | +50.8% | -13.6% | +19.7% |
| 1Y | +3.9% | +63.0% | -59.1% | -11.6% |
| 3Y | +83.9% | +211.6% | -127.7% | +24.8% |
| 5Y | -4.3% | +50.4% | -54.7% | -19.7% |
| 10Y | +669.1% | +101.9% | +567.2% | +432.5% |
| All | +724.5% | +289.8% | +434.8% | +299.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling