+239.2%
TECK vs ALHC
-61.4%
+300.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.2% | -1.5% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -7.1% | -10.6% | +3.5% | -6.4% |
| 3M | -5.5% | -45.3% | +39.8% | -1.7% |
| 6M | -9.7% | -59.7% | +50.0% | -4.6% |
| YTD | +26.3% | -62.7% | +89.0% | +33.7% |
| 1Y | +44.4% | -56.1% | +100.5% | +51.1% |
| 3Y | +70.1% | +21.3% | +48.8% | +58.4% |
| 5Y | +125.8% | -66.0% | +191.8% | +119.4% |
| All | +239.2% | -61.4% | +300.5% | +207.9% |
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