+188.6%
TECK vs HAS
+13.9%
+174.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | -3.8% | -1.1% | -2.8% | -3.5% |
| 30D | +0.7% | -2.8% | +3.5% | +1.7% |
| 3M | +4.6% | +10.1% | -5.5% | 0.0% |
| 6M | +25.1% | -1.4% | +26.5% | +24.4% |
| YTD | +39.2% | +14.2% | +25.0% | +30.4% |
| 1Y | +60.3% | +18.2% | +42.1% | +48.2% |
| 3Y | +62.9% | +48.6% | +14.3% | +36.1% |
| All | +188.6% | +13.9% | +174.6% | +177.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling