+223.5%
TECK vs ALHC
-30.5%
+253.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.2% |
| 7D | +7.8% | -1.0% | +8.7% | +7.8% |
| 30D | +8.3% | -6.3% | +14.6% | +8.7% |
| 3M | +16.1% | -12.3% | +28.4% | +16.6% |
| 6M | +42.9% | -27.0% | +69.9% | +44.8% |
| YTD | +50.8% | -31.8% | +82.6% | +53.4% |
| 1Y | +106.1% | -17.0% | +123.1% | +106.9% |
| 3Y | +84.0% | +159.8% | -75.8% | +63.0% |
| 5Y | +223.5% | -25.1% | +248.6% | +182.0% |
| All | +223.5% | -30.5% | +253.9% | +182.0% |
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