+138.4%
HLT vs TECK
+180.1%
-41.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.7% |
| 6M | +3.2% | +25.1% | -21.9% | -2.7% |
| YTD | +6.7% | +39.2% | -32.4% | -2.3% |
| 1Y | +10.3% | +60.3% | -50.1% | -2.7% |
| 3Y | +99.3% | +62.9% | +36.4% | +69.0% |
| All | +138.4% | +180.1% | -41.7% | +70.4% |
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