+77.6%
HL vs TECK
+66.9%
+10.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.9% |
| 7D | -4.4% | -3.8% | -0.5% | -1.3% |
| 30D | +9.3% | +0.7% | +8.6% | +8.1% |
| 3M | +32.0% | +4.6% | +27.4% | +26.2% |
| 6M | -6.4% | +25.1% | -31.6% | -22.7% |
| YTD | +3.1% | +39.2% | -36.0% | -21.9% |
| 1Y | +77.6% | +60.3% | +17.2% | +21.2% |
| All | +77.6% | +66.9% | +10.6% | +21.2% |
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 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