+256.9%
HL vs TEVA
-22.9%
+279.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.7% |
| 7D | -4.4% | +2.0% | -6.4% | -4.9% |
| 30D | +9.3% | +1.0% | +8.4% | +9.1% |
| 3M | +32.0% | +7.3% | +24.7% | +29.1% |
| 6M | -6.4% | +21.7% | -28.2% | -11.6% |
| YTD | +3.1% | +18.8% | -15.7% | -2.0% |
| 1Y | +77.6% | +86.5% | -8.9% | +49.2% |
| 3Y | +392.8% | +269.4% | +123.4% | +231.1% |
| 5Y | +234.1% | +303.6% | -69.5% | +112.9% |
| All | +256.9% | -22.9% | +279.8% | +162.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling