+93.0%
HUT vs TECK
+220.9%
-127.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.2% | +2.2% | +3.3% |
| 7D | +28.3% | +7.8% | +20.5% | +21.7% |
| 30D | +12.3% | +8.3% | +4.0% | +6.1% |
| 3M | -16.8% | +16.1% | -32.9% | -25.9% |
| 6M | +111.4% | +42.9% | +68.5% | +66.9% |
| YTD | +116.6% | +50.8% | +65.8% | +66.8% |
| 1Y | +290.5% | +106.1% | +184.4% | +149.8% |
| 3Y | +792.3% | +84.0% | +708.3% | +504.5% |
| All | +93.0% | +220.9% | -127.9% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling