+57.5%
TECK vs HUBB
-4.0%
+61.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.7% | +5.7% |
| 7D | +2.3% | +0.2% | +2.0% | +2.0% |
| 30D | -5.0% | -8.8% | +3.8% | -0.1% |
| 3M | -0.3% | -12.5% | +12.2% | +7.2% |
| 6M | +13.9% | -14.5% | +28.4% | +23.4% |
| YTD | +35.2% | -0.4% | +35.7% | +30.4% |
| 1Y | +57.5% | -3.4% | +61.0% | +58.2% |
| All | +57.5% | -4.0% | +61.6% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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