+93.3%
HAL vs TEVA
+300.5%
-207.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.7% | -1.0% |
| 7D | -3.3% | +2.0% | -5.3% | -3.6% |
| 30D | +8.2% | +1.0% | +7.2% | +7.9% |
| 3M | -9.4% | +7.3% | -16.8% | -10.8% |
| 6M | +0.6% | +21.7% | -21.1% | -3.5% |
| YTD | +28.6% | +18.8% | +9.7% | +23.5% |
| 1Y | +63.9% | +86.5% | -22.6% | +43.5% |
| 3Y | -7.1% | +269.4% | -276.5% | -35.0% |
| All | +93.3% | +300.5% | -207.2% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling