+282.1%
TEVA vs HTZ
-86.1%
+368.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.0% | +6.1% | +1.2% |
| 7D | +1.6% | -2.5% | +4.0% | +1.6% |
| 30D | +4.0% | -3.7% | +7.7% | +3.9% |
| 3M | +10.5% | -57.0% | +67.5% | +12.1% |
| 6M | +18.4% | -47.0% | +65.4% | +19.2% |
| YTD | +17.8% | -57.5% | +75.3% | +19.2% |
| 1Y | +90.5% | -63.5% | +153.9% | +93.0% |
| 3Y | +282.1% | -86.3% | +368.5% | +384.4% |
| All | +282.1% | -86.1% | +368.3% | +384.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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