+6,827.0%
TEVA vs HAS
+3,509.7%
+3,317.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.6% |
| 7D | +1.6% | -3.1% | +4.7% | +2.3% |
| 30D | +4.0% | -2.7% | +6.7% | +4.6% |
| 3M | +10.5% | +8.9% | +1.6% | +8.1% |
| 6M | +18.4% | -2.9% | +21.3% | +18.5% |
| YTD | +17.8% | +12.6% | +5.1% | +13.8% |
| 1Y | +90.5% | +17.5% | +73.0% | +82.3% |
| 3Y | +282.1% | +46.2% | +235.9% | +241.8% |
| 5Y | +291.9% | +12.6% | +279.3% | +266.7% |
| 10Y | -24.9% | +55.7% | -80.6% | -35.9% |
| All | +6,827.0% | +3,509.7% | +3,317.3% | +2,431.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling