+152.3%
HUM vs TECK
+377.7%
-225.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +2.2% |
| 7D | +2.1% | -3.8% | +5.9% | +2.5% |
| 30D | +5.4% | +0.7% | +4.7% | +5.2% |
| 3M | +11.4% | +4.6% | +6.8% | +10.5% |
| 6M | +141.5% | +25.1% | +116.4% | +133.6% |
| YTD | +61.2% | +39.2% | +22.0% | +53.2% |
| 1Y | +49.2% | +60.3% | -11.2% | +39.0% |
| 3Y | -9.0% | +62.9% | -71.9% | -17.4% |
| 5Y | +7.2% | +181.5% | -174.3% | -13.7% |
| All | +152.3% | +377.7% | -225.4% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling