-20.8%
HAL vs ALK
-39.7%
+18.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -6.5% | +12.9% | -19.4% | -11.3% |
| 30D | -2.1% | +5.5% | -7.7% | -5.2% |
| 3M | -4.9% | -12.1% | +7.3% | -1.6% |
| 6M | -19.3% | +1.7% | -21.0% | -24.2% |
| YTD | +14.3% | -17.4% | +31.7% | +13.7% |
| 1Y | +17.3% | -1.9% | +19.2% | +6.8% |
| 3Y | -10.9% | +21.2% | -32.2% | -35.3% |
| 5Y | +47.4% | -27.8% | +75.2% | +34.3% |
| 10Y | -20.8% | -41.0% | +20.2% | -33.9% |
| All | -20.8% | -39.7% | +18.9% | -33.9% |
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