+1,095.5%
HON vs TECK
+2,265.7%
-1,170.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.8% | -1.5% |
| 7D | -0.8% | +7.8% | -8.6% | -2.3% |
| 30D | -15.2% | +8.3% | -23.4% | -16.6% |
| 3M | -6.0% | +16.1% | -22.0% | -9.0% |
| 6M | -14.9% | +42.9% | -57.7% | -21.2% |
| YTD | +3.2% | +50.8% | -47.6% | -6.0% |
| 1Y | 0.0% | +106.1% | -106.1% | -14.7% |
| 3Y | +21.5% | +84.0% | -62.6% | +3.1% |
| 5Y | +4.0% | +223.5% | -219.4% | -24.4% |
| 10Y | +138.4% | +378.1% | -239.7% | +44.3% |
| All | +1,095.5% | +2,265.7% | -1,170.2% | +438.6% |
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