+921.8%
HSY vs TECK
+2,171.4%
-1,249.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -3.3% | -0.3% | -2.9% | -3.3% |
| 30D | -2.8% | +4.6% | -7.4% | -3.2% |
| 3M | -4.5% | +2.8% | -7.3% | -4.9% |
| 6M | -24.2% | +24.9% | -49.1% | -25.8% |
| YTD | -2.7% | +44.7% | -47.5% | -6.0% |
| 1Y | -3.7% | +112.0% | -115.7% | -9.8% |
| 3Y | -11.5% | +67.6% | -79.1% | -16.7% |
| 5Y | +10.3% | +200.3% | -190.0% | -2.6% |
| 10Y | +122.1% | +358.2% | -236.1% | +79.1% |
| All | +921.8% | +2,171.4% | -1,249.6% | +608.9% |
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