-4.4%
JHX vs TECK
+65.8%
-70.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | -6.3% | -3.8% | -2.5% | -5.1% |
| 30D | -7.7% | +0.7% | -8.5% | -8.1% |
| 3M | +19.2% | +4.6% | +14.6% | +16.5% |
| 6M | +38.3% | +25.1% | +13.2% | +26.9% |
| YTD | +37.2% | +39.2% | -2.0% | +21.5% |
| 1Y | +42.3% | +60.3% | -18.1% | +19.5% |
| 3Y | -4.4% | +62.9% | -67.3% | -22.6% |
| All | -4.4% | +65.8% | -70.2% | -22.6% |
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 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