-58.5%
HUBS vs TECK
+65.8%
-124.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -9.0% | -3.8% | -5.1% | -8.7% |
| 30D | +7.2% | +0.7% | +6.5% | +7.1% |
| 3M | +20.9% | +4.6% | +16.3% | +20.3% |
| 6M | -13.0% | +25.1% | -38.2% | -17.2% |
| YTD | -43.8% | +39.2% | -83.0% | -48.9% |
| 1Y | -54.6% | +60.3% | -115.0% | -60.7% |
| 3Y | -58.5% | +62.9% | -121.4% | -66.1% |
| All | -58.5% | +65.8% | -124.2% | -66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling