+423.2%
HUT vs TECK
+86.0%
+337.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +2.2% |
| 7D | -10.9% | +1.7% | -12.6% | -13.5% |
| 30D | -32.6% | -7.6% | -25.0% | -28.1% |
| 3M | -33.7% | -5.9% | -27.8% | -30.3% |
| 6M | -42.3% | -2.8% | -39.5% | -41.6% |
| YTD | +23.6% | +31.8% | -8.3% | -2.3% |
| 1Y | +20.4% | +49.1% | -28.8% | -13.8% |
| 3Y | +423.2% | +83.0% | +340.2% | +188.0% |
| All | +423.2% | +86.0% | +337.3% | +188.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling