+188.6%
TECK vs USHY
+20.9%
+167.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.8% |
| YTD | +39.2% | +1.8% | +37.4% | +35.7% |
| 1Y | +60.3% | +3.3% | +57.0% | +52.1% |
| 3Y | +62.9% | +27.0% | +35.9% | +10.7% |
| All | +188.6% | +20.9% | +167.6% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling