+59.2%
HAL vs TECK
+130.0%
-70.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.7% |
| 7D | +6.1% | -0.4% | +6.5% | +6.1% |
| 30D | +2.9% | -7.1% | +10.0% | +5.1% |
| 3M | +3.3% | -5.5% | +8.8% | +4.1% |
| 6M | -16.9% | -9.7% | -7.2% | -16.1% |
| YTD | +21.2% | +26.3% | -5.1% | +3.4% |
| 1Y | +27.5% | +44.4% | -16.8% | +2.2% |
| 3Y | -6.4% | +70.1% | -76.5% | -36.1% |
| All | +59.2% | +130.0% | -70.8% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling