+2,265.7%
TECK vs HIG
+341.3%
+1,924.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.1% | +4.8% |
| 7D | +7.8% | -1.1% | +8.8% | +8.1% |
| 30D | +8.3% | -4.9% | +13.2% | +10.1% |
| 3M | +16.1% | +6.8% | +9.3% | +12.9% |
| 6M | +42.9% | -1.7% | +44.5% | +42.6% |
| YTD | +50.8% | -0.2% | +51.0% | +49.4% |
| 1Y | +106.1% | +5.7% | +100.4% | +99.4% |
| 3Y | +84.0% | +100.3% | -16.3% | +40.1% |
| 5Y | +223.5% | +118.5% | +105.0% | +139.6% |
| 10Y | +378.1% | +309.7% | +68.4% | +181.0% |
| All | +2,265.7% | +341.3% | +1,924.5% | +1,027.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling