+577.0%
HAL vs TEVA
+6,895.5%
-6,318.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.5% |
| 7D | -3.3% | -0.7% | -2.5% | -3.1% |
| 30D | +7.2% | -0.4% | +7.6% | +7.2% |
| 3M | -8.8% | +8.2% | -17.0% | -10.9% |
| 6M | +3.0% | +15.3% | -12.3% | -1.5% |
| YTD | +29.4% | +16.5% | +12.9% | +23.2% |
| 1Y | +62.8% | +85.7% | -22.9% | +37.8% |
| 3Y | -6.4% | +277.9% | -284.3% | -36.4% |
| 5Y | +103.6% | +295.5% | -191.9% | +32.9% |
| 10Y | +4.3% | -24.5% | +28.8% | -11.6% |
| All | +577.0% | +6,895.5% | -6,318.5% | +237.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling