+761.8%
HPE vs TEVA
-34.7%
+796.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +177.4% |
| YTD | +160.9% | +18.8% | +142.1% | +148.3% |
| 1Y | +155.0% | +86.5% | +68.5% | +117.5% |
| 3Y | +289.4% | +269.4% | +20.0% | +174.4% |
| 5Y | +395.7% | +303.6% | +92.1% | +230.7% |
| 10Y | +574.8% | -22.9% | +597.8% | +503.0% |
| All | +761.8% | -34.7% | +796.5% | +752.8% |
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