+162.2%
TECK vs XHB
+172.3%
-10.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -2.2% |
| 7D | -0.4% | -0.2% | -0.2% | -0.1% |
| 30D | -7.1% | +9.9% | -17.1% | -14.0% |
| 3M | -5.5% | -6.3% | +0.8% | -0.7% |
| 6M | -9.7% | +3.8% | -13.6% | -13.2% |
| YTD | +26.3% | +0.1% | +26.1% | +24.6% |
| 1Y | +44.4% | -0.8% | +45.2% | +43.2% |
| 3Y | +70.1% | +35.6% | +34.5% | +26.1% |
| 5Y | +125.8% | +29.6% | +96.2% | +65.1% |
| 10Y | +200.6% | +237.5% | -36.9% | -3.0% |
| All | +162.2% | +172.3% | -10.1% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling