+497.6%
HAL vs ALK
+770.6%
-273.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -12.0% | +9.0% | -21.0% | -13.9% |
| 30D | +0.3% | -1.6% | +1.9% | +0.1% |
| 3M | -1.6% | -23.2% | +21.6% | +3.3% |
| 6M | -20.5% | -3.9% | -16.6% | -21.8% |
| YTD | +14.2% | -22.6% | +36.8% | +16.1% |
| 1Y | +18.9% | -5.3% | +24.2% | +14.9% |
| 3Y | -13.7% | +18.6% | -32.3% | -23.5% |
| 5Y | +42.2% | -34.4% | +76.6% | +42.1% |
| 10Y | -16.7% | -40.8% | +24.1% | -17.7% |
| All | +497.6% | +770.6% | -273.0% | +224.9% |
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 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