+66.1%
HST vs TECK
+85.2%
-19.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -0.8% |
| 7D | +2.0% | +7.8% | -5.8% | +0.3% |
| 30D | -5.2% | +8.3% | -13.5% | -6.9% |
| 3M | -6.2% | +16.1% | -22.3% | -9.7% |
| 6M | +20.4% | +42.9% | -22.4% | +9.7% |
| YTD | +30.6% | +50.8% | -20.1% | +16.8% |
| 1Y | +37.4% | +106.1% | -68.7% | +12.7% |
| 3Y | +66.1% | +84.0% | -17.9% | +33.9% |
| All | +66.1% | +85.2% | -19.1% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling