+126.5%
HSY vs TECK
+377.7%
-251.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | +0.1% | -3.8% | +3.9% | +0.3% |
| 30D | -5.2% | +0.7% | -5.9% | -5.3% |
| 3M | -3.4% | +4.6% | -8.0% | -3.9% |
| 6M | -19.2% | +25.1% | -44.3% | -20.8% |
| YTD | -2.6% | +39.2% | -41.8% | -5.6% |
| 1Y | -3.8% | +60.3% | -64.1% | -7.8% |
| 3Y | -10.6% | +62.9% | -73.5% | -15.8% |
| 5Y | +12.3% | +181.5% | -169.2% | -2.1% |
| All | +126.5% | +377.7% | -251.2% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling