+22.9%
HST vs TECK
-5.0%
+27.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.5% |
| 7D | +3.6% | +2.1% | +1.5% | +3.3% |
| 30D | +9.9% | -8.9% | +18.8% | +10.8% |
| 3M | +12.9% | -7.1% | +20.0% | +13.6% |
| 6M | +22.9% | -7.0% | +29.9% | +24.5% |
| All | +22.9% | -5.0% | +27.9% | +24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling