+7.4%
HD vs TECK
+207.5%
-200.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.4% | -2.8% |
| 7D | -1.2% | +7.8% | -8.9% | -2.2% |
| 30D | -11.1% | +8.3% | -19.4% | -12.1% |
| 3M | +2.0% | +16.1% | -14.0% | -0.3% |
| 6M | -10.5% | +42.9% | -53.3% | -15.2% |
| YTD | -6.9% | +50.8% | -57.6% | -12.7% |
| 1Y | -23.2% | +106.1% | -129.3% | -31.2% |
| 3Y | +3.1% | +84.0% | -81.0% | -7.9% |
| 5Y | +7.4% | +223.5% | -216.1% | -6.0% |
| All | +7.4% | +207.5% | -200.1% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling