+59.6%
HUM vs TEVA
+81.5%
-21.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.6% | +4.7% | -3.1% | +0.8% |
| 30D | +3.5% | +5.5% | -2.0% | +2.6% |
| 3M | +15.5% | +21.6% | -6.0% | +12.2% |
| 6M | +76.2% | +18.4% | +57.8% | +72.8% |
| YTD | +64.5% | +34.1% | +30.4% | +51.2% |
| All | +59.6% | +81.5% | -21.9% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling