+30,108.4%
HD vs TEVA
+6,991.8%
+23,116.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.1% |
| 7D | -1.8% | -1.7% | -0.1% | -1.5% |
| 30D | -10.8% | +2.0% | -12.8% | -11.2% |
| 3M | -2.7% | +7.0% | -9.6% | -4.1% |
| 6M | -10.3% | +17.0% | -27.3% | -13.2% |
| YTD | -7.8% | +18.1% | -25.9% | -11.1% |
| 1Y | -23.1% | +87.2% | -110.4% | -32.1% |
| 3Y | +2.0% | +283.1% | -281.1% | -23.3% |
| 5Y | +6.2% | +298.4% | -292.2% | -23.1% |
| 10Y | +210.2% | -23.4% | +233.6% | +175.0% |
| All | +30,108.4% | +6,991.8% | +23,116.6% | +11,517.0% |
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