+243.8%
HPQ vs TECK
+377.7%
-133.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.8% | +7.6% | +8.2% |
| 7D | +9.8% | -3.8% | +13.6% | +10.6% |
| 30D | +22.4% | +0.7% | +21.6% | +21.6% |
| 3M | +45.2% | +4.6% | +40.5% | +42.0% |
| 6M | +96.4% | +25.1% | +71.3% | +81.6% |
| YTD | +65.4% | +39.2% | +26.2% | +47.0% |
| 1Y | +31.6% | +60.3% | -28.8% | +12.0% |
| 3Y | +37.0% | +62.9% | -25.9% | +12.2% |
| 5Y | +53.0% | +181.5% | -128.5% | +2.5% |
| All | +243.8% | +377.7% | -133.9% | +80.8% |
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