-25.0%
TEVA vs HAS
+61.8%
-86.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.5% |
| 7D | +2.0% | -1.1% | +3.1% | +2.4% |
| 30D | +1.0% | -2.8% | +3.8% | +1.9% |
| 3M | +7.3% | +10.1% | -2.8% | +3.1% |
| 6M | +21.7% | -1.4% | +23.1% | +21.0% |
| YTD | +18.8% | +14.2% | +4.7% | +11.7% |
| 1Y | +86.5% | +18.2% | +68.3% | +73.0% |
| 3Y | +269.4% | +48.6% | +220.8% | +205.6% |
| 5Y | +303.6% | +14.2% | +289.4% | +262.2% |
| All | -25.0% | +61.8% | -86.7% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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