+340.8%
HPE vs TECK
+180.4%
+160.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.3% | +0.1% | -4.2% |
| 7D | +1.4% | -4.2% | +5.7% | +2.9% |
| 30D | +1.5% | -0.4% | +1.9% | +1.6% |
| 3M | +21.7% | +10.1% | +11.6% | +17.7% |
| 6M | +164.2% | +26.0% | +138.2% | +145.1% |
| YTD | +132.1% | +38.0% | +94.0% | +107.6% |
| 1Y | +130.6% | +63.8% | +66.9% | +94.7% |
| 3Y | +244.1% | +68.5% | +175.6% | +179.4% |
| 5Y | +340.8% | +179.2% | +161.6% | +208.8% |
| All | +340.8% | +180.4% | +160.4% | +208.8% |
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 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