+3.2%
HAL vs TECK
+373.8%
-370.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.5% | +0.1% |
| 7D | -3.3% | -4.2% | +1.0% | -1.4% |
| 30D | +7.2% | -0.4% | +7.6% | +6.9% |
| 3M | -8.8% | +10.1% | -18.9% | -14.7% |
| 6M | +3.0% | +26.0% | -23.0% | -11.9% |
| YTD | +29.4% | +38.0% | -8.6% | +4.3% |
| 1Y | +62.8% | +63.8% | -0.9% | +18.7% |
| 3Y | -6.4% | +68.5% | -74.9% | -37.5% |
| 5Y | +103.6% | +179.2% | -75.6% | -2.2% |
| All | +3.2% | +373.8% | -370.6% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling