-46.6%
ALK vs HRB
+226.2%
-272.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.6% |
| 7D | +0.9% | -7.8% | +8.7% | +3.9% |
| 30D | +3.3% | +15.7% | -12.5% | -2.6% |
| 3M | -17.6% | -5.5% | -12.0% | -16.3% |
| 6M | +0.8% | +41.1% | -40.3% | -14.3% |
| YTD | -22.4% | +20.4% | -42.7% | -31.1% |
| 1Y | -10.1% | +15.2% | -25.3% | -18.7% |
| 3Y | +14.0% | +24.3% | -10.3% | -4.9% |
| 5Y | -29.8% | +144.7% | -174.5% | -60.7% |
| All | -46.6% | +226.2% | -272.8% | -75.0% |
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