+563.1%
HPE vs TECK
+377.7%
+185.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.6% | +12.2% |
| 7D | +19.4% | -3.8% | +23.3% | +20.9% |
| 30D | +5.6% | +0.7% | +4.9% | +5.4% |
| 3M | +33.1% | +4.6% | +28.5% | +31.0% |
| 6M | +192.5% | +25.1% | +167.3% | +172.9% |
| YTD | +160.9% | +39.2% | +121.7% | +134.2% |
| 1Y | +155.0% | +60.3% | +94.6% | +118.4% |
| 3Y | +289.4% | +62.9% | +226.5% | +223.5% |
| 5Y | +395.7% | +181.5% | +214.2% | +235.1% |
| All | +563.1% | +377.7% | +185.4% | +248.8% |
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