+588.2%
HBM vs ALK
-35.7%
+623.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.6% |
| 7D | -3.3% | -2.1% | -1.2% | -2.5% |
| 30D | -4.8% | -13.1% | +8.3% | +0.7% |
| 3M | -0.4% | -11.8% | +11.4% | +3.7% |
| 6M | +17.9% | -0.4% | +18.3% | +15.5% |
| YTD | +33.7% | -18.2% | +51.9% | +41.5% |
| 1Y | +95.6% | -35.5% | +131.1% | +126.6% |
| 3Y | +458.1% | +1.8% | +456.3% | +405.3% |
| 5Y | +329.0% | -26.6% | +355.6% | +333.6% |
| All | +588.2% | -35.7% | +623.9% | +547.3% |
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