+1,330.0%
HST vs TEVA
+6,991.8%
-5,661.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | -0.3% | -1.7% | +1.4% | 0.0% |
| 30D | -2.8% | +2.0% | -4.7% | -3.2% |
| 3M | -6.5% | +7.0% | -13.4% | -8.2% |
| 6M | +20.7% | +17.0% | +3.7% | +15.8% |
| YTD | +30.5% | +18.1% | +12.4% | +24.7% |
| 1Y | +36.8% | +87.2% | -50.5% | +17.2% |
| 3Y | +65.9% | +283.1% | -217.2% | +16.7% |
| 5Y | +73.9% | +298.4% | -224.5% | +17.7% |
| 10Y | +107.0% | -23.4% | +130.5% | +78.1% |
| All | +1,330.0% | +6,991.8% | -5,661.8% | +435.9% |
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