-39.0%
ALK vs HRB
+213.0%
-251.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -0.6% |
| 7D | +0.1% | -9.1% | +9.2% | +3.7% |
| 30D | -18.5% | +0.3% | -18.7% | -19.4% |
| 3M | -3.6% | +23.4% | -26.9% | -13.0% |
| 6M | -3.7% | +45.1% | -48.8% | -20.6% |
| YTD | -19.0% | +8.9% | -27.9% | -25.0% |
| 1Y | -36.0% | -7.9% | -28.1% | -36.4% |
| 3Y | +2.3% | +27.9% | -25.6% | -16.6% |
| 5Y | -27.8% | +108.3% | -136.1% | -56.4% |
| 10Y | -39.0% | +208.4% | -247.4% | -71.3% |
| All | -39.0% | +213.0% | -251.9% | -71.3% |
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