+543.1%
VEEV vs HUBB
+446.9%
+96.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | 0.0% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | +8.6% | -10.0% | +18.6% | +11.9% |
| 3M | +62.4% | -1.6% | +64.0% | +61.1% |
| 6M | +40.3% | -3.1% | +43.3% | +38.5% |
| YTD | +17.5% | +4.6% | +13.0% | +12.4% |
| 1Y | -6.1% | +3.3% | -9.5% | -10.2% |
| 3Y | +16.7% | +46.6% | -29.9% | -5.0% |
| 5Y | -13.3% | +158.7% | -172.0% | -44.6% |
| All | +543.1% | +446.9% | +96.3% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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