+75.6%
HST vs TECK
+59.3%
+16.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +0.6% |
| 7D | +3.3% | +2.3% | +1.1% | +3.0% |
| 30D | +16.4% | -5.0% | +21.4% | +17.1% |
| 3M | +5.5% | -0.3% | +5.8% | +5.2% |
| 6M | +31.1% | +13.9% | +17.3% | +26.9% |
| YTD | +55.9% | +35.2% | +20.7% | +46.5% |
| 1Y | +75.6% | +57.5% | +18.1% | +59.0% |
| All | +75.6% | +59.3% | +16.3% | +59.0% |
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