+349.0%
TECK vs HBM
+619.2%
-270.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -3.8% | -3.3% | -0.6% | -2.0% |
| 30D | +0.7% | -4.8% | +5.6% | +3.4% |
| 3M | +4.6% | -0.4% | +5.0% | +3.5% |
| 6M | +25.1% | +17.9% | +7.2% | +10.9% |
| YTD | +39.2% | +33.7% | +5.5% | +13.3% |
| 1Y | +60.3% | +95.6% | -35.3% | +3.5% |
| 3Y | +62.9% | +458.1% | -395.2% | -45.6% |
| 5Y | +181.5% | +329.0% | -147.5% | +2.2% |
| All | +349.0% | +619.2% | -270.1% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling