+299.2%
TEVA vs HBM
+327.6%
-28.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +2.0% | -3.3% | +5.3% | +2.6% |
| 30D | +1.0% | -4.8% | +5.8% | +1.7% |
| 3M | +7.3% | -0.4% | +7.7% | +6.2% |
| 6M | +21.7% | +17.9% | +3.9% | +14.3% |
| YTD | +18.8% | +33.7% | -14.9% | +7.2% |
| 1Y | +86.5% | +95.6% | -9.1% | +53.3% |
| 3Y | +269.4% | +458.1% | -188.7% | +122.0% |
| All | +299.2% | +327.6% | -28.4% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling