+68.3%
HAL vs TECK
+108.8%
-40.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +2.9% | -0.3% | +3.3% | +2.9% |
| 30D | +17.0% | +4.6% | +12.4% | +16.7% |
| 3M | -9.7% | +2.8% | -12.5% | -9.6% |
| 6M | +8.6% | +24.9% | -16.3% | +7.0% |
| YTD | +33.0% | +44.7% | -11.8% | +29.5% |
| 1Y | +68.3% | +112.0% | -43.7% | +66.9% |
| All | +68.3% | +108.8% | -40.5% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling