+254.2%
TECK vs ALHC
-59.7%
+313.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.5% | -8.3% | -3.2% |
| 7D | +1.7% | +3.8% | -2.1% | +1.4% |
| 30D | -7.6% | +1.7% | -9.3% | -7.8% |
| 3M | -5.9% | -44.3% | +38.5% | -2.3% |
| 6M | -2.8% | -57.2% | +54.4% | +2.2% |
| YTD | +31.8% | -61.2% | +93.0% | +39.2% |
| 1Y | +49.1% | -53.2% | +102.3% | +55.3% |
| 3Y | +83.0% | +27.8% | +55.2% | +69.7% |
| 5Y | +150.6% | -65.4% | +216.0% | +143.0% |
| All | +254.2% | -59.7% | +313.9% | +220.5% |
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