+454.0%
HST vs TECK
+1,914.1%
-1,460.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | +0.1% |
| 7D | +3.6% | +2.1% | +1.5% | +2.9% |
| 30D | +9.9% | -8.9% | +18.8% | +12.6% |
| 3M | +12.9% | -7.1% | +20.0% | +14.6% |
| 6M | +22.9% | -7.0% | +29.9% | +23.4% |
| YTD | +52.4% | +28.3% | +24.1% | +37.9% |
| 1Y | +52.5% | +40.6% | +12.0% | +34.1% |
| 3Y | +87.4% | +78.2% | +9.3% | +47.8% |
| 5Y | +82.9% | +129.5% | -46.6% | +27.5% |
| 10Y | +134.8% | +205.6% | -70.8% | +29.3% |
| All | +454.0% | +1,914.1% | -1,460.1% | +78.4% |
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 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