+622.3%
HWM vs TEVA
+300.5%
+321.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.3% |
| 7D | -11.4% | +2.0% | -13.4% | -11.8% |
| 30D | -18.5% | +1.0% | -19.4% | -18.7% |
| 3M | -13.2% | +7.3% | -20.5% | -14.7% |
| 6M | -8.7% | +21.7% | -30.4% | -12.7% |
| YTD | +12.2% | +18.8% | -6.7% | +7.6% |
| 1Y | +24.9% | +86.5% | -61.6% | +8.8% |
| 3Y | +383.9% | +269.4% | +114.5% | +247.8% |
| All | +622.3% | +300.5% | +321.8% | +382.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling