+663.8%
HAL vs TECK
+1,995.8%
-1,331.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +2.9% |
| 7D | -0.2% | -1.2% | +1.0% | +0.1% |
| 30D | +1.0% | -5.7% | +6.7% | +2.7% |
| 3M | -2.1% | -3.6% | +1.5% | -2.0% |
| 6M | -17.5% | -2.2% | -15.3% | -19.2% |
| YTD | +18.1% | +33.6% | -15.4% | +0.1% |
| 1Y | +19.7% | +49.0% | -29.2% | -3.2% |
| 3Y | -7.9% | +85.4% | -93.3% | -34.8% |
| 5Y | +53.1% | +138.5% | -85.4% | -4.6% |
| 10Y | -16.8% | +218.0% | -234.8% | -57.4% |
| All | +663.8% | +1,995.8% | -1,331.9% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling