+380.3%
HWM vs TEVA
+273.2%
+107.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.8% |
| 7D | -12.5% | -0.7% | -11.8% | -12.4% |
| 30D | -19.0% | -0.4% | -18.6% | -19.0% |
| 3M | -8.6% | +8.2% | -16.9% | -10.0% |
| 6M | -10.2% | +15.3% | -25.5% | -12.6% |
| YTD | +11.3% | +16.5% | -5.1% | +8.1% |
| 1Y | +24.3% | +85.7% | -61.5% | +11.9% |
| All | +380.3% | +273.2% | +107.1% | +274.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling