+228.7%
HL vs TECK
+180.1%
+48.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.7% |
| 7D | -4.4% | -3.8% | -0.5% | -2.1% |
| 30D | +9.3% | +0.7% | +8.6% | +8.7% |
| 3M | +32.0% | +4.6% | +27.4% | +28.2% |
| 6M | -6.4% | +25.1% | -31.6% | -18.3% |
| YTD | +3.1% | +39.2% | -36.0% | -15.5% |
| 1Y | +77.6% | +60.3% | +17.2% | +34.0% |
| 3Y | +392.8% | +62.9% | +329.9% | +262.1% |
| All | +228.7% | +180.1% | +48.5% | +75.7% |
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