+433.3%
HUT vs TECK
+176.3%
+257.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.4% |
| 7D | +18.9% | +4.9% | +14.0% | +16.2% |
| 30D | +12.0% | +5.2% | +6.8% | +9.2% |
| 3M | -14.9% | +13.8% | -28.6% | -20.6% |
| 6M | +96.8% | +38.5% | +58.3% | +69.6% |
| YTD | +108.8% | +47.3% | +61.5% | +76.4% |
| 1Y | +227.4% | +81.0% | +146.4% | +153.2% |
| 3Y | +760.3% | +79.9% | +680.4% | +570.3% |
| 5Y | +86.1% | +207.9% | -121.8% | +15.8% |
| All | +433.3% | +176.3% | +257.0% | +117.3% |
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 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