+1.9%
HON vs TECK
+180.4%
-178.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.3% | +5.0% | -0.3% |
| 7D | -2.6% | -4.2% | +1.6% | -2.0% |
| 30D | -11.9% | -0.4% | -11.5% | -11.9% |
| 3M | -6.1% | +10.1% | -16.2% | -7.9% |
| 6M | -19.2% | +26.0% | -45.2% | -22.6% |
| YTD | +0.2% | +38.0% | -37.9% | -5.7% |
| 1Y | -1.5% | +63.8% | -65.3% | -10.0% |
| 3Y | +17.9% | +68.5% | -50.6% | +4.3% |
| 5Y | +1.9% | +179.2% | -177.2% | -15.5% |
| All | +1.9% | +180.4% | -178.5% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling