+205.5%
HBM vs ALK
-28.7%
+234.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -1.3% | +2.6% | -3.8% | -2.2% |
| 30D | -14.8% | +7.8% | -22.6% | -17.8% |
| 3M | -20.7% | -15.2% | -5.5% | -15.5% |
| 6M | -13.9% | +5.0% | -19.0% | -18.0% |
| YTD | +10.6% | -18.4% | +29.1% | +16.5% |
| 1Y | +32.4% | -2.4% | +34.8% | +28.7% |
| 3Y | +432.0% | +19.8% | +412.2% | +334.7% |
| 5Y | +205.5% | -27.8% | +233.2% | +208.5% |
| All | +205.5% | -28.7% | +234.1% | +208.5% |
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