+780.7%
HBAN vs TEVA
+7,037.9%
-6,257.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.4% |
| 7D | -1.0% | +2.0% | -3.0% | -1.4% |
| 30D | -5.6% | +1.0% | -6.6% | -5.8% |
| 3M | -1.1% | +7.3% | -8.5% | -2.8% |
| 6M | +9.9% | +21.7% | -11.8% | +5.2% |
| YTD | -0.9% | +18.8% | -19.8% | -4.8% |
| 1Y | -1.4% | +86.5% | -87.9% | -13.5% |
| 3Y | +78.2% | +269.4% | -191.2% | +32.8% |
| 5Y | +37.0% | +303.6% | -266.6% | -2.2% |
| 10Y | +158.9% | -22.9% | +181.8% | +125.4% |
| All | +780.7% | +7,037.9% | -6,257.3% | +453.2% |
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 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