+349.0%
TECK vs HUBB
+446.9%
-97.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | -0.5% |
| 7D | -3.8% | -0.1% | -3.8% | -3.8% |
| 30D | +0.7% | -10.0% | +10.7% | +8.5% |
| 3M | +4.6% | -1.6% | +6.2% | +5.1% |
| 6M | +25.1% | -3.1% | +28.2% | +26.0% |
| YTD | +39.2% | +4.6% | +34.6% | +32.3% |
| 1Y | +60.3% | +3.3% | +57.0% | +53.3% |
| 3Y | +62.9% | +46.6% | +16.3% | +12.9% |
| 5Y | +181.5% | +158.7% | +22.8% | +12.3% |
| All | +349.0% | +446.9% | -97.9% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling