+412.3%
HL vs TECK
+2,265.7%
-1,853.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.2% | -3.1% |
| 7D | +7.1% | +7.8% | -0.7% | +3.2% |
| 30D | +21.4% | +8.3% | +13.2% | +16.9% |
| 3M | +37.4% | +16.1% | +21.4% | +28.4% |
| 6M | +0.4% | +42.9% | -42.4% | -14.5% |
| YTD | +6.7% | +50.8% | -44.1% | -11.3% |
| 1Y | +102.4% | +106.1% | -3.7% | +45.1% |
| 3Y | +417.4% | +84.0% | +333.4% | +288.5% |
| 5Y | +243.3% | +223.5% | +19.9% | +90.5% |
| 10Y | +242.6% | +378.1% | -135.5% | +31.0% |
| All | +412.3% | +2,265.7% | -1,853.5% | +30.1% |
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