+349.0%
TECK vs HALO
+979.6%
-630.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -3.8% | -2.7% | -1.1% | -3.3% |
| 30D | +0.7% | +5.3% | -4.6% | -0.4% |
| 3M | +4.6% | +51.6% | -47.0% | -4.9% |
| 6M | +25.1% | +61.3% | -36.1% | +12.1% |
| YTD | +39.2% | +59.3% | -20.1% | +24.7% |
| 1Y | +60.3% | +38.3% | +22.1% | +47.7% |
| 3Y | +62.9% | +185.9% | -123.0% | +21.6% |
| 5Y | +181.5% | +159.9% | +21.5% | +108.6% |
| All | +349.0% | +979.6% | -630.5% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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