+2,282.4%
TECK vs HBM
+654.4%
+1,628.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.6% | +0.6% |
| 7D | +7.8% | +7.4% | +0.4% | +3.1% |
| 30D | +8.3% | +5.1% | +3.2% | +4.6% |
| 3M | +16.1% | +11.1% | +4.9% | +6.9% |
| 6M | +42.9% | +30.2% | +12.6% | +17.4% |
| YTD | +50.8% | +46.2% | +4.5% | +13.4% |
| 1Y | +106.1% | +120.0% | -14.0% | +18.1% |
| 3Y | +84.0% | +527.4% | -443.4% | -49.0% |
| 5Y | +223.5% | +400.4% | -176.9% | -5.3% |
| 10Y | +378.1% | +621.5% | -243.4% | -22.1% |
| All | +2,282.4% | +654.4% | +1,628.0% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling