+659.9%
HAL vs TECK
+1,914.1%
-1,254.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +1.0% |
| 7D | +2.6% | +2.1% | +0.5% | +1.6% |
| 30D | -0.1% | -8.9% | +8.8% | +2.9% |
| 3M | -1.1% | -7.1% | +6.0% | +0.4% |
| 6M | -20.7% | -7.0% | -13.7% | -20.9% |
| YTD | +17.5% | +28.3% | -10.8% | +1.1% |
| 1Y | +24.1% | +40.6% | -16.4% | +2.7% |
| 3Y | -8.4% | +78.2% | -86.6% | -34.1% |
| 5Y | +53.2% | +129.5% | -76.3% | -3.2% |
| 10Y | -17.2% | +205.6% | -222.8% | -57.0% |
| All | +659.9% | +1,914.1% | -1,254.2% | +132.3% |
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 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