+498.2%
HCA vs TECK
+377.7%
+120.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.2% |
| 7D | +5.4% | -3.8% | +9.3% | +6.2% |
| 30D | +3.0% | +0.7% | +2.2% | +2.7% |
| 3M | +13.0% | +4.6% | +8.4% | +11.2% |
| 6M | -20.3% | +25.1% | -45.4% | -25.2% |
| YTD | -8.2% | +39.2% | -47.4% | -16.4% |
| 1Y | +6.7% | +60.3% | -53.6% | -6.3% |
| 3Y | +60.4% | +62.9% | -2.5% | +34.9% |
| 5Y | +73.4% | +181.5% | -108.0% | +19.9% |
| All | +498.2% | +377.7% | +120.5% | +207.4% |
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