+107.0%
HST vs TECK
+372.8%
-265.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.5% |
| 7D | -0.3% | +4.9% | -5.2% | -1.6% |
| 30D | -2.8% | +5.2% | -8.0% | -4.2% |
| 3M | -6.5% | +13.8% | -20.3% | -10.4% |
| 6M | +20.7% | +38.5% | -17.8% | +8.9% |
| YTD | +30.5% | +47.3% | -16.9% | +15.0% |
| 1Y | +36.8% | +81.0% | -44.2% | +13.2% |
| 3Y | +65.9% | +79.9% | -14.0% | +32.4% |
| 5Y | +73.9% | +207.9% | -134.0% | +13.4% |
| 10Y | +107.0% | +389.5% | -282.4% | +6.6% |
| All | +107.0% | +372.8% | -265.8% | +6.6% |
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 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