+31.6%
HPQ vs TECK
+66.9%
-35.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.8% | +7.6% | +8.4% |
| 7D | +9.8% | -3.8% | +13.6% | +9.8% |
| 30D | +22.4% | +0.7% | +21.6% | +22.1% |
| 3M | +45.2% | +4.6% | +40.5% | +44.8% |
| 6M | +96.4% | +25.1% | +71.3% | +92.4% |
| YTD | +65.4% | +39.2% | +26.2% | +56.7% |
| 1Y | +31.6% | +60.3% | -28.8% | +19.8% |
| All | +31.6% | +66.9% | -35.4% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling