+81.0%
TECK vs HAS
+16.0%
+65.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.7% |
| 7D | +4.9% | -4.8% | +9.7% | +7.0% |
| 30D | +5.2% | -5.1% | +10.3% | +7.3% |
| 3M | +13.8% | +6.4% | +7.4% | +9.4% |
| 6M | +38.5% | -5.6% | +44.1% | +40.2% |
| YTD | +47.3% | +11.0% | +36.4% | +32.1% |
| 1Y | +81.0% | +16.8% | +64.2% | +55.5% |
| All | +81.0% | +16.0% | +65.0% | +55.5% |
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