+612.7%
VEEV vs HUBB
+483.3%
+129.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.0% |
| 7D | -5.2% | +4.8% | -10.0% | -6.6% |
| 30D | +14.9% | -9.3% | +24.2% | +18.4% |
| 3M | +58.4% | -3.9% | +62.2% | +58.4% |
| 6M | +35.5% | -0.8% | +36.3% | +32.6% |
| YTD | +18.6% | +5.6% | +13.1% | +12.8% |
| 1Y | -6.3% | +7.7% | -14.1% | -12.1% |
| 3Y | +20.2% | +47.5% | -27.2% | -3.7% |
| 5Y | -13.8% | +153.7% | -167.5% | -46.1% |
| 10Y | +542.0% | +433.0% | +109.0% | +163.6% |
| All | +612.7% | +483.3% | +129.4% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling