+245.3%
HD vs TECK
+218.8%
+26.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -1.2% | -1.2% | +0.1% | -1.0% |
| 30D | +20.9% | -5.7% | +26.6% | +21.8% |
| 3M | -0.2% | -3.6% | +3.4% | +0.1% |
| 6M | +14.5% | -2.2% | +16.7% | +13.9% |
| YTD | +4.3% | +33.6% | -29.2% | -2.0% |
| 1Y | -3.5% | +49.0% | -52.5% | -11.0% |
| 3Y | +30.1% | +85.4% | -55.3% | +13.0% |
| 5Y | +8.5% | +138.5% | -130.0% | -13.0% |
| 10Y | +245.3% | +218.0% | +27.3% | +121.7% |
| All | +245.3% | +218.8% | +26.5% | +121.7% |
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