+1,731.8%
HCA vs TECK
+81.7%
+1,650.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.2% | +5.3% |
| 7D | +4.9% | +4.9% | 0.0% | +4.0% |
| 30D | +1.9% | +5.2% | -3.3% | +0.9% |
| 3M | +12.7% | +13.8% | -1.0% | +9.6% |
| 6M | -22.3% | +38.5% | -60.8% | -27.5% |
| YTD | -9.3% | +47.3% | -56.7% | -16.6% |
| 1Y | +2.7% | +81.0% | -78.3% | -9.3% |
| 3Y | +57.8% | +79.9% | -22.0% | +35.5% |
| 5Y | +70.3% | +207.9% | -137.5% | +27.7% |
| 10Y | +499.7% | +389.5% | +110.2% | +270.8% |
| All | +1,731.8% | +81.7% | +1,650.1% | +1,293.5% |
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 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