+1,962.1%
HD vs TECK
+1,995.8%
-33.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.7% |
| 3M | -0.2% | -3.6% | +3.4% | +0.1% |
| 6M | +14.5% | -2.2% | +16.7% | +14.0% |
| YTD | +4.3% | +33.6% | -29.2% | -0.9% |
| 1Y | -3.5% | +49.0% | -52.5% | -9.7% |
| 3Y | +30.1% | +85.4% | -55.3% | +16.0% |
| 5Y | +8.5% | +138.5% | -130.0% | -9.1% |
| 10Y | +245.3% | +218.0% | +27.3% | +155.9% |
| All | +1,962.1% | +1,995.8% | -33.7% | +989.2% |
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