+563.1%
HPE vs TEVA
-22.9%
+586.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.0% | +10.4% | +12.0% |
| 7D | +19.4% | +2.0% | +17.4% | +19.0% |
| 30D | +5.6% | +1.0% | +4.7% | +5.4% |
| 3M | +33.1% | +7.3% | +25.7% | +30.6% |
| 6M | +192.5% | +21.7% | +170.7% | +177.8% |
| YTD | +160.9% | +18.8% | +142.1% | +148.7% |
| 1Y | +155.0% | +86.5% | +68.5% | +118.5% |
| 3Y | +289.4% | +269.4% | +20.0% | +177.6% |
| 5Y | +395.7% | +303.6% | +92.1% | +235.3% |
| All | +563.1% | -22.9% | +586.0% | +423.2% |
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