+122.4%
HBAN vs TECK
+2,212.2%
-2,089.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.2% |
| 7D | -1.5% | +4.9% | -6.4% | -2.8% |
| 30D | -5.5% | +5.2% | -10.7% | -6.9% |
| 3M | -0.2% | +13.8% | -14.0% | -4.4% |
| 6M | +5.2% | +38.5% | -33.3% | -5.1% |
| YTD | -2.3% | +47.3% | -49.6% | -13.8% |
| 1Y | -2.2% | +81.0% | -83.2% | -18.8% |
| 3Y | +73.8% | +79.9% | -6.0% | +40.4% |
| 5Y | +35.2% | +207.9% | -172.6% | -9.9% |
| 10Y | +155.4% | +389.5% | -234.1% | +33.1% |
| All | +122.4% | +2,212.2% | -2,089.7% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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