+256.4%
TECK vs USHY
+49.7%
+206.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.8% | -0.7% | -3.2% | -2.3% |
| 30D | +0.7% | -0.7% | +1.4% | +2.4% |
| 3M | +4.6% | +0.1% | +4.6% | +4.7% |
| 6M | +25.1% | +1.8% | +23.3% | +21.5% |
| YTD | +39.2% | +1.8% | +37.4% | +35.5% |
| 1Y | +60.3% | +3.3% | +57.0% | +51.4% |
| 3Y | +62.9% | +27.0% | +35.9% | +1.7% |
| 5Y | +181.5% | +21.0% | +160.5% | +99.4% |
| All | +256.4% | +49.7% | +206.7% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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