-19.1%
HAL vs ALK
-37.5%
+18.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | -2.7% |
| 7D | -7.9% | +8.9% | -16.8% | -11.3% |
| 30D | -2.1% | +5.9% | -8.0% | -5.3% |
| 3M | +0.4% | -16.5% | +17.0% | +5.9% |
| 6M | -19.2% | +2.1% | -21.4% | -24.2% |
| YTD | +14.4% | -17.1% | +31.5% | +13.6% |
| 1Y | +18.0% | -2.9% | +20.8% | +7.9% |
| 3Y | -9.7% | +24.5% | -34.2% | -35.3% |
| 5Y | +40.1% | -29.1% | +69.3% | +29.3% |
| 10Y | -19.1% | -39.1% | +20.0% | -33.1% |
| All | -19.1% | -37.5% | +18.4% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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