+18.6%
ALK vs HRB
+36.2%
-17.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.0% |
| 7D | +9.0% | +2.7% | +6.4% | +8.8% |
| 30D | -1.6% | +22.1% | -23.7% | -3.3% |
| 3M | -23.2% | +15.7% | -38.9% | -24.2% |
| 6M | -3.9% | +83.3% | -87.2% | -10.0% |
| YTD | -22.6% | +25.0% | -47.6% | -22.7% |
| 1Y | -5.3% | +6.9% | -12.3% | -2.3% |
| 3Y | +18.6% | +39.0% | -20.5% | +16.7% |
| All | +18.6% | +36.2% | -17.7% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling