+269.4%
HPE vs TECK
+75.5%
+193.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +6.0% |
| 7D | +13.6% | +4.9% | +8.8% | +11.5% |
| 30D | +7.7% | +5.2% | +2.5% | +5.4% |
| 3M | +22.4% | +13.8% | +8.6% | +15.6% |
| 6M | +172.6% | +38.5% | +134.1% | +139.2% |
| YTD | +147.5% | +47.3% | +100.2% | +109.3% |
| 1Y | +151.8% | +81.0% | +70.8% | +94.5% |
| All | +269.4% | +75.5% | +193.9% | +173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling