+378.1%
TECK vs HAS
+53.3%
+324.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +5.2% |
| 7D | +7.8% | -3.1% | +10.9% | +9.2% |
| 30D | +8.3% | -2.7% | +11.0% | +9.4% |
| 3M | +16.1% | +8.9% | +7.2% | +11.0% |
| 6M | +42.9% | -2.9% | +45.8% | +43.0% |
| YTD | +50.8% | +12.6% | +38.1% | +41.0% |
| 1Y | +106.1% | +17.5% | +88.6% | +89.1% |
| 3Y | +84.0% | +46.2% | +37.8% | +49.2% |
| 5Y | +223.5% | +12.6% | +210.9% | +188.1% |
| 10Y | +378.1% | +55.7% | +322.4% | +248.8% |
| All | +378.1% | +53.3% | +324.8% | +248.8% |
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