+72.5%
TECK vs HIG
+101.4%
-29.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.4% |
| 7D | +4.9% | -0.5% | +5.3% | +4.9% |
| 30D | +5.2% | -2.8% | +8.0% | +5.6% |
| 3M | +13.8% | +6.3% | +7.4% | +12.1% |
| 6M | +38.5% | -0.1% | +38.6% | +38.2% |
| YTD | +47.3% | +0.4% | +46.9% | +46.6% |
| 1Y | +81.0% | +6.2% | +74.7% | +76.9% |
| All | +72.5% | +101.4% | -29.0% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling