+86.5%
TEVA vs HAS
+21.6%
+64.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.7% |
| 7D | +2.0% | -1.1% | +3.1% | +2.3% |
| 30D | +1.0% | -2.8% | +3.8% | +1.6% |
| 3M | +7.3% | +10.1% | -2.8% | +4.3% |
| 6M | +21.7% | -1.4% | +23.1% | +21.3% |
| YTD | +18.8% | +14.2% | +4.7% | +9.7% |
| 1Y | +86.5% | +18.2% | +68.3% | +74.2% |
| All | +86.5% | +21.6% | +64.9% | +74.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling