-4.6%
HD vs TEVA
+106.6%
-111.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.7% | +6.5% |
| 7D | +11.9% | +4.7% | +7.2% | +11.6% |
| 30D | +26.4% | +5.5% | +20.9% | +26.0% |
| 3M | +2.8% | +21.6% | -18.7% | +1.6% |
| 6M | +15.5% | +18.4% | -2.9% | +14.3% |
| YTD | +5.5% | +34.1% | -28.6% | +3.2% |
| 1Y | -4.6% | +104.5% | -109.1% | -4.2% |
| All | -4.6% | +106.6% | -111.2% | -4.2% |
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 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