+5,695.2%
HUM vs TEVA
+7,037.9%
-1,342.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.2% | +2.0% |
| 7D | +2.1% | +2.0% | 0.0% | +1.8% |
| 30D | +5.4% | +1.0% | +4.4% | +5.2% |
| 3M | +11.4% | +7.3% | +4.1% | +10.1% |
| 6M | +141.5% | +21.7% | +119.8% | +134.5% |
| YTD | +61.2% | +18.8% | +42.3% | +56.8% |
| 1Y | +49.2% | +86.5% | -37.3% | +36.2% |
| 3Y | -9.0% | +269.4% | -278.5% | -26.6% |
| 5Y | +7.2% | +303.6% | -296.4% | -16.9% |
| 10Y | +152.7% | -22.9% | +175.6% | +128.0% |
| All | +5,695.2% | +7,037.9% | -1,342.7% | +3,442.3% |
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