-25.0%
TEVA vs HIG
+313.7%
-338.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.2% |
| 7D | +2.0% | -1.5% | +3.5% | +2.6% |
| 30D | +1.0% | -0.4% | +1.3% | +1.0% |
| 3M | +7.3% | +6.7% | +0.7% | +4.1% |
| 6M | +21.7% | +2.0% | +19.8% | +20.2% |
| YTD | +18.8% | +0.3% | +18.6% | +18.1% |
| 1Y | +86.5% | +4.2% | +82.3% | +81.9% |
| 3Y | +269.4% | +102.2% | +167.2% | +161.2% |
| 5Y | +303.6% | +118.5% | +185.1% | +173.8% |
| All | -25.0% | +313.7% | -338.6% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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