+801.4%
ALK vs HRB
+3,357.9%
-2,556.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +3.1% |
| 7D | -0.7% | -5.7% | +5.0% | +1.5% |
| 30D | -19.2% | +7.9% | -27.1% | -22.3% |
| 3M | -1.5% | +32.1% | -33.6% | -13.1% |
| 6M | -13.1% | +62.2% | -75.3% | -30.9% |
| YTD | -16.4% | +16.4% | -32.8% | -25.0% |
| 1Y | -33.1% | -0.3% | -32.8% | -36.4% |
| 3Y | +0.6% | +36.0% | -35.4% | -18.1% |
| 5Y | -26.4% | +125.2% | -151.6% | -53.0% |
| 10Y | -34.2% | +237.7% | -271.8% | -66.0% |
| All | +801.4% | +3,357.9% | -2,556.5% | +86.3% |
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