+575.2%
HLT vs TECK
+377.7%
+197.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.6% | -3.8% | +2.2% | -0.9% |
| 30D | -5.0% | +0.7% | -5.8% | -5.3% |
| 3M | -10.4% | +4.6% | -15.0% | -11.8% |
| 6M | +3.2% | +25.1% | -21.9% | -3.0% |
| YTD | +6.7% | +39.2% | -32.4% | -2.7% |
| 1Y | +10.3% | +60.3% | -50.1% | -3.2% |
| 3Y | +99.3% | +62.9% | +36.4% | +68.7% |
| 5Y | +143.7% | +181.5% | -37.8% | +74.2% |
| All | +575.2% | +377.7% | +197.5% | +294.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling