-16.8%
HAL vs ALK
-41.4%
+24.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.8% |
| 7D | -0.2% | +2.6% | -2.8% | -1.3% |
| 30D | +1.0% | +7.8% | -6.8% | -3.0% |
| 3M | -2.1% | -15.2% | +13.1% | +2.8% |
| 6M | -17.5% | +5.0% | -22.5% | -23.5% |
| YTD | +18.1% | -18.4% | +36.6% | +18.0% |
| 1Y | +19.7% | -2.4% | +22.1% | +9.1% |
| 3Y | -7.9% | +19.8% | -27.7% | -32.8% |
| 5Y | +53.1% | -27.8% | +80.8% | +39.0% |
| 10Y | -16.8% | -42.0% | +25.2% | -31.3% |
| All | -16.8% | -41.4% | +24.6% | -31.3% |
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