+398.8%
HL vs TECK
+64.4%
+334.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.3% | +2.3% | +0.8% |
| 7D | -5.6% | -4.2% | -1.4% | -2.8% |
| 30D | +12.7% | -0.4% | +13.1% | +12.9% |
| 3M | +42.5% | +10.1% | +32.4% | +32.5% |
| 6M | -9.0% | +26.0% | -35.0% | -22.6% |
| YTD | +4.4% | +38.0% | -33.7% | -16.6% |
| 1Y | +82.7% | +63.8% | +18.9% | +30.3% |
| All | +398.8% | +64.4% | +334.4% | +265.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling