+239.5%
HUT vs TECK
+150.5%
+89.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.3% | +6.3% | +6.9% |
| 7D | +24.8% | -1.2% | +26.0% | +25.8% |
| 30D | -28.4% | -5.7% | -22.6% | -26.2% |
| 3M | -31.2% | -3.6% | -27.6% | -29.7% |
| 6M | -40.2% | -2.2% | -38.0% | -39.3% |
| YTD | +32.9% | +33.6% | -0.6% | +18.3% |
| 1Y | +39.1% | +49.0% | -9.9% | +18.0% |
| 3Y | +462.8% | +85.4% | +377.4% | +342.1% |
| 5Y | -13.9% | +138.5% | -152.4% | -40.2% |
| All | +239.5% | +150.5% | +89.0% | +45.8% |
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