-73.5%
HTZ vs TECK
+43.4%
-116.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.9% | -9.3% | -8.8% |
| 7D | -14.6% | -0.2% | -14.3% | -13.6% |
| 30D | -20.8% | -7.5% | -13.2% | -17.7% |
| 3M | -18.8% | -8.4% | -10.4% | -15.7% |
| 6M | -74.7% | -2.2% | -72.5% | -74.8% |
| YTD | -68.1% | +26.8% | -94.9% | -71.8% |
| 1Y | -73.5% | +46.5% | -120.0% | -78.3% |
| All | -73.5% | +43.4% | -116.9% | -78.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling