-91.5%
HTZ vs TECK
+217.2%
-308.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +7.5% | -0.3% | +7.8% | +7.5% |
| 30D | +47.4% | +4.6% | +42.8% | +45.2% |
| 3M | -54.9% | +2.8% | -57.7% | -55.4% |
| 6M | -47.0% | +24.9% | -71.9% | -51.2% |
| YTD | -55.3% | +44.7% | -100.0% | -60.9% |
| 1Y | -57.6% | +112.0% | -169.6% | -68.0% |
| 3Y | -86.6% | +67.6% | -154.2% | -89.4% |
| 5Y | -86.1% | +200.3% | -286.5% | -91.6% |
| All | -91.5% | +217.2% | -308.7% | -95.0% |
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