-93.4%
HTZ vs TECK
+175.4%
-268.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -7.1% | -13.7% | -18.3% |
| 7D | -7.7% | -6.0% | -1.8% | -5.2% |
| 30D | -13.1% | -10.7% | -2.4% | -9.4% |
| 3M | +14.7% | -9.2% | +23.9% | +18.7% |
| 6M | -70.6% | +3.9% | -74.5% | -71.1% |
| YTD | -65.2% | +25.7% | -90.8% | -68.0% |
| 1Y | -73.2% | +44.3% | -117.5% | -76.6% |
| 3Y | -80.8% | +65.7% | -146.5% | -84.7% |
| 5Y | -94.8% | +136.6% | -231.4% | -96.6% |
| All | -93.4% | +175.4% | -268.8% | -95.9% |
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 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