-23.1%
HD vs TECK
+74.0%
-97.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -0.7% |
| 7D | -1.8% | +4.9% | -6.7% | -2.4% |
| 30D | -10.8% | +5.2% | -16.0% | -11.5% |
| 3M | -2.7% | +13.8% | -16.5% | -4.5% |
| 6M | -10.3% | +38.5% | -48.8% | -15.3% |
| YTD | -7.8% | +47.3% | -55.2% | -14.1% |
| 1Y | -23.1% | +81.0% | -104.1% | -30.9% |
| All | -23.1% | +74.0% | -97.1% | -30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling