-41.0%
ALK vs HRB
+252.0%
-293.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +12.9% | -4.0% | +17.0% | +14.6% |
| 30D | +5.5% | +15.8% | -10.2% | -0.5% |
| 3M | -12.1% | +12.0% | -24.1% | -17.1% |
| 6M | +1.7% | +40.7% | -39.0% | -13.4% |
| YTD | -17.4% | +21.0% | -38.4% | -26.9% |
| 1Y | -1.9% | +11.7% | -13.6% | -10.2% |
| 3Y | +21.2% | +25.0% | -3.7% | +0.9% |
| 5Y | -27.8% | +141.0% | -168.8% | -59.2% |
| 10Y | -41.0% | +241.3% | -282.3% | -72.8% |
| All | -41.0% | +252.0% | -293.0% | -72.8% |
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