+269.4%
TEVA vs HBM
+458.1%
-188.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +2.0% | -3.3% | +5.3% | +2.5% |
| 30D | +1.0% | -4.8% | +5.8% | +1.6% |
| 3M | +7.3% | -0.4% | +7.7% | +6.6% |
| 6M | +21.7% | +17.9% | +3.9% | +15.6% |
| YTD | +18.8% | +33.7% | -14.9% | +9.1% |
| 1Y | +86.5% | +95.6% | -9.1% | +58.6% |
| 3Y | +269.4% | +458.1% | -188.7% | +143.4% |
| All | +269.4% | +458.1% | -188.7% | +143.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling