+2,265.7%
TECK vs HUBB
+2,573.9%
-308.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.4% |
| 7D | +7.8% | +4.8% | +2.9% | +3.4% |
| 30D | +8.3% | -9.3% | +17.6% | +17.6% |
| 3M | +16.1% | -3.9% | +20.0% | +18.9% |
| 6M | +42.9% | -0.8% | +43.7% | +40.4% |
| YTD | +50.8% | +5.6% | +45.2% | +40.0% |
| 1Y | +106.1% | +7.7% | +98.3% | +87.0% |
| 3Y | +84.0% | +47.5% | +36.6% | +16.2% |
| 5Y | +223.5% | +153.7% | +69.8% | +11.6% |
| 10Y | +378.1% | +433.0% | -54.9% | -22.4% |
| All | +2,265.7% | +2,573.9% | -308.2% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling