+403.8%
HUT vs TECK
+158.9%
+244.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.3% | +0.8% | -2.2% |
| 7D | +2.8% | -4.2% | +7.1% | +5.4% |
| 30D | +2.1% | -0.4% | +2.4% | +2.4% |
| 3M | -14.3% | +10.1% | -24.4% | -18.7% |
| 6M | +84.2% | +26.0% | +58.2% | +66.8% |
| YTD | +97.2% | +38.0% | +59.2% | +72.5% |
| 1Y | +192.7% | +63.8% | +128.9% | +138.1% |
| 3Y | +712.6% | +68.5% | +644.0% | +555.5% |
| 5Y | +85.5% | +179.2% | -93.7% | +21.0% |
| All | +403.8% | +158.9% | +244.9% | +112.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling