+6,889.2%
TEVA vs HUBB
+152,391.5%
-145,502.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.3% | +2.0% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | +1.0% | -10.0% | +10.9% | +1.0% |
| 3M | +7.3% | -1.6% | +8.9% | +7.3% |
| 6M | +21.7% | -3.1% | +24.8% | +21.7% |
| YTD | +18.8% | +4.6% | +14.3% | +18.8% |
| 1Y | +86.5% | +3.3% | +83.1% | +86.4% |
| 3Y | +269.4% | +46.6% | +222.8% | +268.0% |
| 5Y | +303.6% | +158.7% | +144.9% | +300.2% |
| 10Y | -22.9% | +443.5% | -466.4% | -23.9% |
| All | +6,889.2% | +152,391.5% | -145,502.3% | +9,669.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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