+100.5%
HAS vs ALK
-41.7%
+142.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.2% | +9.0% | -9.2% | -2.9% |
| 30D | +31.0% | -1.6% | +32.7% | +31.2% |
| 3M | +30.7% | -23.2% | +53.8% | +40.4% |
| 6M | +23.9% | -3.9% | +27.8% | +22.5% |
| YTD | +48.3% | -22.6% | +70.9% | +54.5% |
| 1Y | +60.2% | -5.3% | +65.5% | +55.9% |
| 3Y | +189.2% | +18.6% | +170.6% | +144.8% |
| 5Y | +50.4% | -34.4% | +84.8% | +51.8% |
| All | +100.5% | -41.7% | +142.2% | +75.3% |
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