-19.4%
HUT vs TECK
+147.0%
-166.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +1.6% |
| 7D | -10.9% | +1.7% | -12.6% | -12.9% |
| 30D | -32.6% | -7.6% | -25.0% | -29.0% |
| 3M | -33.7% | -5.9% | -27.8% | -30.8% |
| 6M | -42.3% | -2.8% | -39.5% | -41.3% |
| YTD | +23.6% | +31.8% | -8.3% | +4.7% |
| 1Y | +20.4% | +49.1% | -28.8% | -5.5% |
| 3Y | +423.2% | +83.0% | +340.2% | +268.7% |
| 5Y | -19.4% | +150.6% | -170.0% | -61.4% |
| All | -19.4% | +147.0% | -166.4% | -61.4% |
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