+98.2%
HBM vs ALK
-35.4%
+133.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.6% | -6.9% | -7.3% |
| 7D | -3.7% | -3.1% | -0.6% | -2.6% |
| 30D | -3.7% | -17.1% | +13.5% | +3.6% |
| 3M | +8.0% | -3.8% | +11.8% | +7.5% |
| 6M | +15.8% | -5.3% | +21.0% | +13.4% |
| YTD | +34.4% | -20.3% | +54.6% | +40.5% |
| 1Y | +98.2% | -36.0% | +134.1% | +91.4% |
| All | +98.2% | -35.4% | +133.5% | +91.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling