+648.6%
HUBS vs TEVA
-25.0%
+673.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | -9.0% | +2.0% | -11.0% | -9.4% |
| 30D | +7.2% | +1.0% | +6.3% | +6.9% |
| 3M | +20.9% | +7.3% | +13.5% | +18.6% |
| 6M | -13.0% | +21.7% | -34.8% | -17.4% |
| YTD | -43.8% | +18.8% | -62.7% | -46.5% |
| 1Y | -54.6% | +86.5% | -141.1% | -61.3% |
| 3Y | -58.5% | +269.4% | -327.9% | -71.0% |
| 5Y | -66.4% | +303.6% | -370.0% | -77.7% |
| 10Y | +319.2% | -22.9% | +342.2% | +246.5% |
| All | +648.6% | -25.0% | +673.6% | +480.7% |
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