+734.9%
ALK vs HRB
+3,613.7%
-2,878.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +2.2% |
| 7D | +9.0% | +2.7% | +6.4% | +8.0% |
| 30D | -1.6% | +22.1% | -23.7% | -9.1% |
| 3M | -23.2% | +15.7% | -38.9% | -28.3% |
| 6M | -3.9% | +83.3% | -87.2% | -26.8% |
| YTD | -22.6% | +25.0% | -47.6% | -32.6% |
| 1Y | -5.3% | +6.9% | -12.3% | -12.6% |
| 3Y | +18.6% | +39.0% | -20.5% | -4.5% |
| 5Y | -34.4% | +146.4% | -180.8% | -59.7% |
| 10Y | -40.8% | +254.4% | -295.2% | -70.1% |
| All | +734.9% | +3,613.7% | -2,878.8% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling