+51.2%
HAS vs ALK
-33.9%
+85.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.6% | -0.9% |
| 7D | 0.0% | +7.1% | -7.1% | -1.9% |
| 30D | +31.3% | -3.0% | +34.3% | +31.9% |
| 3M | +32.1% | -25.6% | +57.8% | +41.6% |
| 6M | +28.1% | +0.5% | +27.6% | +25.5% |
| YTD | +49.1% | -23.1% | +72.2% | +55.0% |
| 1Y | +60.5% | -7.5% | +68.1% | +57.8% |
| 3Y | +183.9% | +15.3% | +168.6% | +141.4% |
| 5Y | +51.2% | -34.8% | +86.0% | +51.4% |
| All | +51.2% | -33.9% | +85.1% | +51.4% |
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 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