+9.8%
DHI vs TEVA
+81.2%
-71.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +7.6% | +0.7% | +6.8% | +7.4% |
| 30D | +15.3% | +6.8% | +8.5% | +13.7% |
| 3M | +4.4% | +20.3% | -15.9% | +0.4% |
| 6M | +8.3% | +16.5% | -8.2% | +4.9% |
| YTD | +10.4% | +33.9% | -23.5% | +1.4% |
| 1Y | +9.8% | +69.8% | -60.0% | -9.1% |
| All | +9.8% | +81.2% | -71.4% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling