+349.0%
TECK vs XHB
+215.4%
+133.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.3% |
| 7D | -3.8% | -4.6% | +0.8% | -0.5% |
| 30D | +0.7% | -9.1% | +9.9% | +7.9% |
| 3M | +4.6% | -8.6% | +13.2% | +10.8% |
| 6M | +25.1% | -4.0% | +29.1% | +28.4% |
| YTD | +39.2% | -3.9% | +43.1% | +42.1% |
| 1Y | +60.3% | -16.5% | +76.8% | +80.3% |
| 3Y | +62.9% | +22.6% | +40.3% | +33.4% |
| 5Y | +181.5% | +33.9% | +147.5% | +107.0% |
| All | +349.0% | +215.4% | +133.6% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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