+30.6%
HUM vs TECK
+108.8%
-78.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +4.2% | -0.3% | +4.5% | +4.1% |
| 30D | +10.4% | +4.6% | +5.8% | +10.5% |
| 3M | +15.1% | +2.8% | +12.2% | +15.0% |
| 6M | +120.9% | +24.9% | +96.0% | +121.6% |
| YTD | +57.9% | +44.7% | +13.2% | +61.0% |
| 1Y | +30.6% | +112.0% | -81.4% | +55.2% |
| All | +30.6% | +108.8% | -78.2% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling