+226.7%
TECK vs HAS
+106.1%
+120.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.3% | +6.2% |
| 7D | +3.1% | +2.2% | +0.9% | +2.2% |
| 30D | -5.0% | +29.6% | -34.5% | -15.4% |
| 3M | -2.6% | +30.3% | -32.8% | -13.8% |
| 6M | 0.0% | +25.6% | -25.6% | -10.9% |
| YTD | +35.6% | +50.8% | -15.2% | +11.2% |
| 1Y | +58.1% | +63.0% | -4.9% | +25.3% |
| 3Y | +93.3% | +211.6% | -118.2% | +12.7% |
| 5Y | +153.7% | +50.4% | +103.3% | +98.7% |
| 10Y | +226.7% | +101.9% | +124.8% | +111.7% |
| All | +226.7% | +106.1% | +120.6% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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