+804.5%
HPQ vs TECK
+2,265.7%
-1,461.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.2% | -8.7% | -5.3% |
| 7D | -0.5% | +7.8% | -8.2% | -2.0% |
| 30D | +3.7% | +8.3% | -4.5% | +1.9% |
| 3M | +24.3% | +16.1% | +8.2% | +19.7% |
| 6M | +64.8% | +42.9% | +21.9% | +51.2% |
| YTD | +43.9% | +50.8% | -6.9% | +29.7% |
| 1Y | +11.7% | +106.1% | -94.4% | -6.1% |
| 3Y | +19.7% | +84.0% | -64.4% | +0.9% |
| 5Y | +32.2% | +223.5% | -191.2% | -3.5% |
| 10Y | +198.9% | +378.1% | -179.2% | +84.7% |
| All | +804.5% | +2,265.7% | -1,461.2% | +329.5% |
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