+262.1%
TEVA vs HAS
+45.4%
+216.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | -0.7% | -3.1% | +2.3% | 0.0% |
| 30D | -0.4% | -6.4% | +6.0% | +1.1% |
| 3M | +8.2% | +10.4% | -2.1% | +5.4% |
| 6M | +15.3% | -3.7% | +19.0% | +15.6% |
| YTD | +16.5% | +12.5% | +4.0% | +12.1% |
| 1Y | +85.7% | +19.8% | +65.9% | +76.0% |
| All | +262.1% | +45.4% | +216.7% | +204.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling