+132.9%
TECK vs ALHC
-64.2%
+197.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.1% |
| 7D | -0.2% | +1.0% | -1.2% | -0.3% |
| 30D | -7.5% | -14.2% | +6.6% | -6.7% |
| 3M | -8.4% | -45.1% | +36.7% | -4.8% |
| 6M | -2.2% | -59.5% | +57.3% | +3.5% |
| YTD | +26.8% | -62.8% | +89.7% | +34.6% |
| 1Y | +46.5% | -55.5% | +102.0% | +53.4% |
| 3Y | +69.0% | +25.7% | +43.3% | +55.7% |
| All | +132.9% | -64.2% | +197.1% | +117.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling