+62.9%
TECK vs HUBB
+46.2%
+16.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | -0.2% |
| 7D | -3.8% | -0.1% | -3.8% | -3.8% |
| 30D | +0.7% | -10.0% | +10.7% | +6.8% |
| 3M | +4.6% | -1.6% | +6.2% | +5.1% |
| 6M | +25.1% | -3.1% | +28.2% | +25.8% |
| YTD | +39.2% | +4.6% | +34.6% | +34.3% |
| 1Y | +60.3% | +3.3% | +57.0% | +55.3% |
| 3Y | +62.9% | +46.6% | +16.3% | +30.8% |
| All | +62.9% | +46.2% | +16.7% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling