+1,974.5%
HD vs TECK
+2,028.7%
-54.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.0% | -4.1% | +2.0% |
| 7D | +3.6% | +3.1% | +0.5% | +3.2% |
| 30D | +21.6% | -5.0% | +26.5% | +22.3% |
| 3M | +0.1% | -2.6% | +2.7% | +0.2% |
| 6M | +13.0% | 0.0% | +13.0% | +12.2% |
| YTD | +4.9% | +35.6% | -30.7% | -0.5% |
| 1Y | -2.1% | +58.1% | -60.2% | -9.1% |
| 3Y | +32.6% | +93.3% | -60.7% | +17.5% |
| 5Y | +8.2% | +153.7% | -145.5% | -10.1% |
| 10Y | +257.9% | +226.7% | +31.2% | +164.3% |
| All | +1,974.5% | +2,028.7% | -54.2% | +993.4% |
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