+11.6%
HSY vs TECK
+199.3%
-187.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.6% |
| 7D | -3.0% | +4.9% | -7.8% | -3.0% |
| 30D | -5.0% | +5.2% | -10.2% | -5.1% |
| 3M | -1.3% | +13.8% | -15.1% | -1.4% |
| 6M | -21.5% | +38.5% | -60.0% | -21.9% |
| YTD | -3.3% | +47.3% | -50.6% | -4.1% |
| 1Y | -5.5% | +81.0% | -86.5% | -6.8% |
| 3Y | -9.9% | +79.9% | -89.8% | -12.0% |
| All | +11.6% | +199.3% | -187.7% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling