+69.2%
HST vs TEVA
+300.5%
-231.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | +0.1% |
| 7D | +0.9% | +2.0% | -1.1% | +0.5% |
| 30D | -2.5% | +1.0% | -3.4% | -2.7% |
| 3M | -5.1% | +7.3% | -12.4% | -6.7% |
| 6M | +21.6% | +21.7% | -0.1% | +16.3% |
| YTD | +31.6% | +18.8% | +12.8% | +26.2% |
| 1Y | +36.1% | +86.5% | -50.3% | +18.4% |
| 3Y | +66.5% | +269.4% | -203.0% | +17.9% |
| All | +69.2% | +300.5% | -231.4% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling