+60.3%
TECK vs HIG
+5.5%
+54.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.7% |
| 7D | -3.8% | -1.5% | -2.4% | -4.2% |
| 30D | +0.7% | -0.4% | +1.1% | +0.7% |
| 3M | +4.6% | +6.7% | -2.1% | +6.3% |
| 6M | +25.1% | +2.0% | +23.2% | +26.7% |
| YTD | +39.2% | +0.3% | +38.9% | +39.7% |
| 1Y | +60.3% | +4.2% | +56.1% | +69.1% |
| All | +60.3% | +5.5% | +54.8% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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