+286.1%
TECK vs USHY
+50.7%
+235.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +7.8% | 0.0% | +7.7% | +7.7% |
| 30D | +8.3% | 0.0% | +8.3% | +8.4% |
| 3M | +16.1% | +1.2% | +14.9% | +13.3% |
| 6M | +42.9% | +2.6% | +40.2% | +36.1% |
| YTD | +50.8% | +2.4% | +48.3% | +44.4% |
| 1Y | +106.1% | +4.2% | +101.8% | +90.4% |
| 3Y | +84.0% | +28.0% | +56.0% | +12.7% |
| 5Y | +223.5% | +21.8% | +201.7% | +125.6% |
| All | +286.1% | +50.7% | +235.4% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling