+4.5%
HD vs TEVA
+300.5%
-296.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | -3.8% | +2.0% | -5.8% | -4.1% |
| 30D | -9.4% | +1.0% | -10.4% | -9.6% |
| 3M | -4.6% | +7.3% | -11.9% | -5.5% |
| 6M | -10.1% | +21.7% | -31.8% | -12.4% |
| YTD | -8.3% | +18.8% | -27.2% | -10.5% |
| 1Y | -25.0% | +86.5% | -111.5% | -30.8% |
| 3Y | +1.5% | +269.4% | -267.9% | -16.8% |
| All | +4.5% | +300.5% | -296.1% | -17.4% |
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