+1,773.8%
HWM vs TECK
+254.0%
+1,519.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -11.0% | +4.6% | -15.6% | -12.5% |
| 3M | +4.0% | +2.8% | +1.2% | +2.2% |
| 6M | -0.2% | +24.9% | -25.1% | -8.6% |
| YTD | +26.7% | +44.7% | -18.1% | +9.7% |
| 1Y | +44.7% | +112.0% | -67.3% | +9.2% |
| 3Y | +426.1% | +67.6% | +358.5% | +309.5% |
| 5Y | +738.5% | +200.3% | +538.2% | +386.8% |
| All | +1,773.8% | +254.0% | +1,519.8% | +722.3% |
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