+792.9%
TEVA vs HIG
+986.0%
-193.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.1% |
| 7D | +2.0% | -1.5% | +3.5% | +2.2% |
| 30D | +1.0% | -0.4% | +1.3% | +1.0% |
| 3M | +7.3% | +6.7% | +0.7% | +6.4% |
| 6M | +21.7% | +2.0% | +19.8% | +21.3% |
| YTD | +18.8% | +0.3% | +18.6% | +18.7% |
| 1Y | +86.5% | +4.2% | +82.3% | +85.3% |
| 3Y | +269.4% | +102.2% | +167.2% | +236.4% |
| 5Y | +303.6% | +118.5% | +185.1% | +264.3% |
| 10Y | -22.9% | +311.1% | -334.1% | -35.8% |
| All | +792.9% | +986.0% | -193.1% | +339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling