+55.0%
HST vs TECK
+50.8%
+4.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -1.3% | -1.2% | 0.0% | -1.1% |
| 30D | +13.4% | -5.7% | +19.1% | +14.2% |
| 3M | +16.7% | -3.6% | +20.3% | +17.0% |
| 6M | +24.0% | -2.2% | +26.2% | +23.6% |
| YTD | +54.0% | +33.6% | +20.4% | +43.5% |
| 1Y | +55.0% | +49.0% | +6.1% | +40.4% |
| All | +55.0% | +50.8% | +4.3% | +40.4% |
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