+40.6%
TECK vs HAS
+58.8%
-18.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.8% | -3.2% |
| 7D | +2.1% | +1.6% | +0.5% | +1.7% |
| 30D | -8.9% | +26.6% | -35.5% | -15.4% |
| 3M | -7.1% | +29.0% | -36.1% | -14.3% |
| 6M | -7.0% | +30.6% | -37.6% | -15.5% |
| YTD | +28.3% | +51.5% | -23.2% | +2.7% |
| 1Y | +40.6% | +58.5% | -17.9% | +8.8% |
| All | +40.6% | +58.8% | -18.2% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling