+595.7%
HAL vs ALK
+839.9%
-244.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.3% |
| 3M | -9.7% | -1.5% | -8.1% | -10.6% |
| 6M | +8.6% | -13.1% | +21.7% | +8.8% |
| YTD | +33.0% | -16.4% | +49.4% | +33.7% |
| 1Y | +68.3% | -33.1% | +101.4% | +77.3% |
| 3Y | +0.1% | +0.6% | -0.5% | -7.4% |
| 5Y | +102.6% | -26.4% | +129.0% | +98.5% |
| 10Y | +3.8% | -34.2% | +38.0% | +1.1% |
| All | +595.7% | +839.9% | -244.1% | +274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling