+223.3%
HOOD vs TEVA
+272.4%
-49.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.4% |
| 7D | -7.8% | +2.0% | -9.8% | -8.5% |
| 30D | +18.6% | +1.0% | +17.7% | +18.2% |
| 3M | +22.1% | +7.3% | +14.7% | +18.3% |
| 6M | +43.1% | +21.7% | +21.3% | +31.5% |
| YTD | -0.5% | +18.8% | -19.3% | -7.9% |
| 1Y | -4.4% | +86.5% | -90.9% | -25.1% |
| 3Y | +938.5% | +269.4% | +669.0% | +481.2% |
| 5Y | +173.4% | +303.6% | -130.2% | +31.8% |
| All | +223.3% | +272.4% | -49.1% | +90.1% |
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