-94.4%
HTZ vs TECK
+188.9%
-283.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.8% | -5.2% | -7.0% |
| 7D | -27.5% | +1.7% | -29.2% | -27.6% |
| 30D | -21.9% | -7.6% | -14.2% | -19.6% |
| 3M | -29.2% | -5.9% | -23.4% | -27.8% |
| 6M | -75.2% | -2.8% | -72.4% | -75.0% |
| YTD | -70.8% | +31.8% | -102.6% | -73.7% |
| 1Y | -76.1% | +49.1% | -125.2% | -79.4% |
| 3Y | -82.5% | +83.0% | -165.5% | -86.6% |
| 5Y | -94.1% | +150.6% | -244.7% | -96.2% |
| All | -94.4% | +188.9% | -283.4% | -96.7% |
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