-22.3%
HCA vs TECK
+44.6%
-66.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.2% | +5.0% |
| 7D | +4.9% | +4.9% | 0.0% | +4.7% |
| 30D | +1.9% | +5.2% | -3.3% | +1.7% |
| 3M | +12.7% | +13.8% | -1.0% | +12.6% |
| 6M | -22.3% | +38.5% | -60.8% | -25.5% |
| All | -22.3% | +44.6% | -66.9% | -25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling