+349.0%
TECK vs HRB
+209.1%
+139.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -3.8% | -8.0% | +4.2% | -2.1% |
| 30D | +0.7% | -16.0% | +16.7% | +4.5% |
| 3M | +4.6% | +26.9% | -22.3% | -2.5% |
| 6M | +25.1% | +51.1% | -26.0% | +9.6% |
| YTD | +39.2% | +7.1% | +32.1% | +33.5% |
| 1Y | +60.3% | -9.6% | +69.9% | +61.0% |
| 3Y | +62.9% | +25.4% | +37.5% | +42.7% |
| 5Y | +181.5% | +114.9% | +66.6% | +100.6% |
| All | +349.0% | +209.1% | +139.9% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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