-7.1%
HAL vs TEVA
+280.8%
-287.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.7% | -0.7% |
| 7D | -3.3% | +2.0% | -5.3% | -3.4% |
| 30D | +8.2% | +1.0% | +7.2% | +8.1% |
| 3M | -9.4% | +7.3% | -16.8% | -9.8% |
| 6M | +0.6% | +21.7% | -21.1% | -0.7% |
| YTD | +28.6% | +18.8% | +9.7% | +26.9% |
| 1Y | +63.9% | +86.5% | -22.6% | +56.3% |
| 3Y | -7.1% | +269.4% | -276.5% | -15.7% |
| All | -7.1% | +280.8% | -287.9% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling