+100.8%
HBAN vs ALK
-45.9%
+146.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.2% |
| 7D | +2.3% | -1.2% | +3.4% | +2.7% |
| 30D | +4.8% | +7.7% | -2.9% | +0.7% |
| 3M | -10.1% | -19.0% | +8.9% | -2.6% |
| 6M | +5.0% | -0.2% | +5.2% | +1.7% |
| YTD | -6.1% | -23.5% | +17.4% | 0.0% |
| 1Y | +4.6% | -9.1% | +13.7% | +2.4% |
| 3Y | +74.9% | +12.0% | +62.9% | +42.2% |
| 5Y | +21.4% | -30.9% | +52.3% | +22.0% |
| All | +100.8% | -45.9% | +146.7% | +87.8% |
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