+575.2%
HLT vs TEVA
-22.9%
+598.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.3% |
| 7D | -1.6% | +2.0% | -3.6% | -1.9% |
| 30D | -5.0% | +1.0% | -6.0% | -5.2% |
| 3M | -10.4% | +7.3% | -17.7% | -11.6% |
| 6M | +3.2% | +21.7% | -18.5% | -0.6% |
| YTD | +6.7% | +18.8% | -12.1% | +3.1% |
| 1Y | +10.3% | +86.5% | -76.2% | -1.7% |
| 3Y | +99.3% | +269.4% | -170.1% | +53.2% |
| 5Y | +143.7% | +303.6% | -159.9% | +79.3% |
| All | +575.2% | -22.9% | +598.2% | +442.4% |
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 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