+645.2%
HWM vs TECK
+213.6%
+431.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +1.0% |
| 7D | -8.0% | +4.9% | -12.9% | -9.2% |
| 30D | -18.0% | +5.2% | -23.2% | -19.2% |
| 3M | -9.5% | +13.8% | -23.3% | -12.9% |
| 6M | -8.4% | +38.5% | -46.9% | -16.4% |
| YTD | +13.6% | +47.3% | -33.7% | +1.6% |
| 1Y | +30.2% | +81.0% | -50.8% | +10.2% |
| 3Y | +392.2% | +79.9% | +312.4% | +301.4% |
| 5Y | +645.2% | +207.9% | +437.3% | +435.1% |
| All | +645.2% | +213.6% | +431.6% | +435.1% |
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