+105.3%
HAL vs ALK
-25.3%
+130.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | +2.9% | -0.7% | +3.6% | +3.1% |
| 30D | +17.0% | -19.2% | +36.3% | +21.7% |
| 3M | -9.7% | -1.5% | -8.1% | -10.7% |
| 6M | +8.6% | -13.1% | +21.7% | +9.3% |
| YTD | +33.0% | -16.4% | +49.4% | +34.4% |
| 1Y | +68.3% | -33.1% | +101.4% | +80.3% |
| 3Y | +0.1% | +0.6% | -0.5% | -9.3% |
| All | +105.3% | -25.3% | +130.5% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling