+1,890.1%
TECK vs HAS
+1,861.2%
+28.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.2% |
| 7D | -0.2% | -0.2% | -0.1% | -0.1% |
| 30D | -7.5% | +31.0% | -38.6% | -19.9% |
| 3M | -8.4% | +30.7% | -39.1% | -20.9% |
| 6M | -2.2% | +23.9% | -26.1% | -14.2% |
| YTD | +26.8% | +48.3% | -21.5% | +1.2% |
| 1Y | +46.5% | +60.2% | -13.7% | +12.4% |
| 3Y | +69.0% | +189.2% | -120.2% | -7.7% |
| 5Y | +138.8% | +50.4% | +88.3% | +75.9% |
| 10Y | +224.3% | +104.2% | +120.2% | +80.5% |
| All | +1,890.1% | +1,861.2% | +28.9% | +431.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling