+677.7%
HPE vs TECK
+1,225.6%
-548.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.2% | +3.6% | +6.7% |
| 7D | +10.1% | +7.8% | +2.4% | +8.1% |
| 30D | +5.3% | +8.3% | -3.0% | +3.1% |
| 3M | +12.7% | +16.1% | -3.4% | +8.2% |
| 6M | +167.7% | +42.9% | +124.8% | +143.6% |
| YTD | +135.5% | +50.8% | +84.7% | +110.1% |
| 1Y | +143.4% | +106.1% | +37.3% | +99.6% |
| 3Y | +249.2% | +84.0% | +165.1% | +189.3% |
| 5Y | +343.8% | +223.5% | +120.4% | +209.5% |
| 10Y | +495.9% | +378.1% | +117.8% | +241.8% |
| All | +677.7% | +1,225.6% | -548.0% | +281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling