+648.6%
HUBS vs TECK
+353.5%
+295.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -9.0% | -3.8% | -5.1% | -8.4% |
| 30D | +7.2% | +0.7% | +6.5% | +6.9% |
| 3M | +20.9% | +4.6% | +16.3% | +18.8% |
| 6M | -13.0% | +25.1% | -38.2% | -18.6% |
| YTD | -43.8% | +39.2% | -83.0% | -49.1% |
| 1Y | -54.6% | +60.3% | -115.0% | -60.2% |
| 3Y | -58.5% | +62.9% | -121.4% | -64.5% |
| 5Y | -66.4% | +181.5% | -247.9% | -74.9% |
| 10Y | +319.2% | +362.3% | -43.1% | +157.5% |
| All | +648.6% | +353.5% | +295.1% | +330.9% |
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