+1,559.5%
HWM vs TECK
+240.4%
+1,319.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -11.4% | -3.8% | -7.6% | -10.5% |
| 30D | -18.5% | +0.7% | -19.2% | -19.0% |
| 3M | -13.2% | +4.6% | -17.8% | -15.3% |
| 6M | -8.7% | +25.1% | -33.8% | -16.5% |
| YTD | +12.2% | +39.2% | -27.0% | -1.8% |
| 1Y | +24.9% | +60.3% | -35.4% | +3.5% |
| 3Y | +383.9% | +62.9% | +321.0% | +279.2% |
| 5Y | +646.1% | +181.5% | +464.7% | +342.5% |
| All | +1,559.5% | +240.4% | +1,319.1% | +635.7% |
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 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