+231.1%
HOOD vs TEVA
+270.0%
-38.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +7.7% | -1.7% | +9.5% | +8.2% |
| 30D | +22.0% | +2.0% | +20.0% | +21.2% |
| 3M | +37.6% | +7.0% | +30.6% | +33.5% |
| 6M | +45.3% | +17.0% | +28.3% | +35.4% |
| YTD | +1.9% | +18.1% | -16.1% | -5.5% |
| 1Y | -2.7% | +87.2% | -90.0% | -23.9% |
| 3Y | +973.4% | +283.1% | +690.3% | +491.1% |
| 5Y | +179.3% | +298.4% | -119.1% | +37.7% |
| All | +231.1% | +270.0% | -38.9% | +95.1% |
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 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