+947.4%
TECK vs HALO
+2,417.6%
-1,470.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -6.2% |
| 7D | -4.2% | -3.4% | -0.8% | -3.6% |
| 30D | -0.4% | +4.3% | -4.6% | -1.2% |
| 3M | +10.1% | +51.8% | -41.6% | +0.4% |
| 6M | +26.0% | +57.8% | -31.8% | +13.7% |
| YTD | +38.0% | +59.0% | -20.9% | +24.2% |
| 1Y | +63.8% | +41.2% | +22.6% | +50.6% |
| 3Y | +68.5% | +177.8% | -109.3% | +29.1% |
| 5Y | +179.2% | +159.5% | +19.7% | +111.4% |
| 10Y | +358.6% | +963.6% | -605.0% | +142.8% |
| All | +947.4% | +2,417.6% | -1,470.2% | +270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling