+1,573.3%
HWM vs TEVA
-10.2%
+1,583.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.1% | -11.8% | -10.9% |
| 7D | -9.2% | +1.6% | -10.7% | -9.6% |
| 30D | -17.9% | +4.0% | -21.8% | -18.7% |
| 3M | -6.0% | +10.5% | -16.6% | -8.6% |
| 6M | -7.4% | +18.4% | -25.7% | -11.5% |
| YTD | +13.1% | +17.8% | -4.7% | +8.0% |
| 1Y | +29.3% | +90.5% | -61.2% | +9.7% |
| 3Y | +389.9% | +282.1% | +107.8% | +238.0% |
| 5Y | +655.5% | +291.9% | +363.6% | +400.0% |
| All | +1,573.3% | -10.2% | +1,583.5% | +1,113.2% |
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