+938.5%
HOOD vs TEVA
+280.8%
+657.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.2% |
| 7D | -7.8% | +2.0% | -9.8% | -8.3% |
| 30D | +18.6% | +1.0% | +17.7% | +18.3% |
| 3M | +22.1% | +7.3% | +14.7% | +19.2% |
| 6M | +43.1% | +21.7% | +21.3% | +33.8% |
| YTD | -0.5% | +18.8% | -19.3% | -6.4% |
| 1Y | -4.4% | +86.5% | -90.9% | -21.4% |
| 3Y | +938.5% | +269.4% | +669.0% | +520.3% |
| All | +938.5% | +280.8% | +657.7% | +520.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling