+420.1%
HUT vs TECK
+171.5%
+248.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.0% |
| 7D | +17.8% | -0.3% | +18.1% | +18.1% |
| 30D | +0.8% | +4.6% | -3.8% | -1.5% |
| 3M | -26.8% | +2.8% | -29.6% | -27.9% |
| 6M | +72.6% | +24.9% | +47.7% | +56.7% |
| YTD | +103.6% | +44.7% | +58.9% | +73.5% |
| 1Y | +265.3% | +112.0% | +153.3% | +163.4% |
| 3Y | +689.4% | +67.6% | +621.8% | +533.6% |
| 5Y | +75.3% | +200.3% | -125.0% | +10.2% |
| All | +420.1% | +171.5% | +248.7% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling