+374.4%
HST vs TECK
+2,171.4%
-1,797.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -12.3% | +4.6% | -16.9% | -13.5% |
| 3M | -6.4% | +2.8% | -9.2% | -8.0% |
| 6M | +15.0% | +24.9% | -9.9% | +6.1% |
| YTD | +30.5% | +44.7% | -14.2% | +14.6% |
| 1Y | +35.7% | +112.0% | -76.3% | +5.7% |
| 3Y | +68.4% | +67.6% | +0.8% | +35.5% |
| 5Y | +73.1% | +200.3% | -127.2% | +11.5% |
| 10Y | +92.7% | +358.2% | -265.5% | -6.0% |
| All | +374.4% | +2,171.4% | -1,797.0% | +48.4% |
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