+295.8%
TECK vs ALHC
-31.6%
+327.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.0% |
| 7D | +4.9% | -4.1% | +9.0% | +5.2% |
| 30D | +5.2% | -5.4% | +10.6% | +5.6% |
| 3M | +13.8% | -32.1% | +45.9% | +16.7% |
| 6M | +38.5% | -28.5% | +67.0% | +40.7% |
| YTD | +47.3% | -34.0% | +81.4% | +50.5% |
| 1Y | +81.0% | -20.9% | +101.9% | +82.3% |
| 3Y | +79.9% | +151.5% | -71.7% | +58.0% |
| 5Y | +207.9% | -28.8% | +236.7% | +184.9% |
| All | +295.8% | -31.6% | +327.4% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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