+152.3%
HUM vs TEVA
-22.9%
+175.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.2% | +2.1% |
| 7D | +2.1% | +2.0% | 0.0% | +1.9% |
| 30D | +5.4% | +1.0% | +4.4% | +5.3% |
| 3M | +11.4% | +7.3% | +4.1% | +10.4% |
| 6M | +141.5% | +21.7% | +119.8% | +136.2% |
| YTD | +61.2% | +18.8% | +42.3% | +57.9% |
| 1Y | +49.2% | +86.5% | -37.3% | +39.4% |
| 3Y | -9.0% | +269.4% | -278.5% | -23.3% |
| 5Y | +7.2% | +303.6% | -296.4% | -12.8% |
| All | +152.3% | -22.9% | +175.2% | +110.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling