-25.0%
TEVA vs HBM
+619.2%
-644.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +2.0% | -3.3% | +5.3% | +2.7% |
| 30D | +1.0% | -4.8% | +5.8% | +1.8% |
| 3M | +7.3% | -0.4% | +7.7% | +6.1% |
| 6M | +21.7% | +17.9% | +3.9% | +14.1% |
| YTD | +18.8% | +33.7% | -14.9% | +7.1% |
| 1Y | +86.5% | +95.6% | -9.1% | +53.1% |
| 3Y | +269.4% | +458.1% | -188.7% | +125.2% |
| 5Y | +303.6% | +329.0% | -25.4% | +146.8% |
| All | -25.0% | +619.2% | -644.1% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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