+347.0%
HWM vs TECK
+91.1%
+255.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.0% | -1.9% | +3.3% |
| 7D | +1.6% | +3.1% | -1.5% | +0.8% |
| 30D | -3.9% | -5.0% | +1.0% | -2.8% |
| 3M | -23.2% | -2.6% | -20.7% | -23.1% |
| 6M | -20.0% | 0.0% | -19.9% | -20.9% |
| YTD | +5.7% | +35.6% | -29.9% | -3.7% |
| 1Y | +4.9% | +58.1% | -53.2% | -7.9% |
| 3Y | +347.0% | +93.3% | +253.7% | +277.7% |
| All | +347.0% | +91.1% | +255.9% | +277.7% |
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 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