+759.9%
HAL vs TECK
+2,171.4%
-1,411.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +2.9% | -0.3% | +3.3% | +3.0% |
| 30D | +17.0% | +4.6% | +12.4% | +14.7% |
| 3M | -9.7% | +2.8% | -12.5% | -12.0% |
| 6M | +8.6% | +24.9% | -16.3% | -3.6% |
| YTD | +33.0% | +44.7% | -11.8% | +10.4% |
| 1Y | +68.3% | +112.0% | -43.7% | +18.4% |
| 3Y | +0.1% | +67.6% | -67.5% | -25.8% |
| 5Y | +102.6% | +200.3% | -97.7% | +16.1% |
| 10Y | +3.8% | +358.2% | -354.4% | -53.3% |
| All | +759.9% | +2,171.4% | -1,411.6% | +153.6% |
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