+2,171.4%
TECK vs HAS
+1,426.1%
+745.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -0.3% | -1.8% | +1.5% | +0.6% |
| 30D | +4.6% | +2.3% | +2.4% | +3.3% |
| 3M | +2.8% | +10.4% | -7.5% | -2.9% |
| 6M | +24.9% | -3.2% | +28.1% | +25.3% |
| YTD | +44.7% | +15.4% | +29.3% | +32.3% |
| 1Y | +112.0% | +18.8% | +93.2% | +90.7% |
| 3Y | +67.6% | +43.9% | +23.7% | +31.3% |
| 5Y | +200.3% | +13.9% | +186.5% | +156.7% |
| 10Y | +358.2% | +56.4% | +301.8% | +194.4% |
| All | +2,171.4% | +1,426.1% | +745.3% | +595.0% |
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