+198.0%
TECK vs HBM
+371.5%
-173.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -1.9% |
| 7D | +4.9% | +5.5% | -0.6% | +1.6% |
| 30D | +5.2% | +3.3% | +1.9% | +2.8% |
| 3M | +13.8% | +12.7% | +1.1% | +4.5% |
| 6M | +38.5% | +28.2% | +10.3% | +16.2% |
| YTD | +47.3% | +45.3% | +2.0% | +13.1% |
| 1Y | +81.0% | +121.7% | -40.7% | +6.5% |
| 3Y | +79.9% | +523.5% | -443.7% | -46.7% |
| All | +198.0% | +371.5% | -173.5% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling