+453.6%
HST vs TECK
+1,881.2%
-1,427.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.4% |
| 7D | +3.6% | -0.4% | +4.0% | +3.6% |
| 30D | +11.2% | -7.1% | +18.3% | +13.3% |
| 3M | +13.1% | -5.5% | +18.6% | +14.3% |
| 6M | +23.9% | -9.7% | +33.6% | +25.5% |
| YTD | +52.3% | +26.3% | +26.0% | +38.4% |
| 1Y | +56.7% | +44.4% | +12.3% | +36.6% |
| 3Y | +87.5% | +70.1% | +17.4% | +49.9% |
| 5Y | +82.8% | +125.8% | -43.0% | +28.0% |
| 10Y | +134.6% | +200.6% | -66.0% | +29.8% |
| All | +453.6% | +1,881.2% | -1,427.7% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling