-20.2%
HBM vs ALK
+0.8%
-21.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.4% | 0.0% |
| 7D | +5.1% | +0.9% | +4.1% | +4.9% |
| 30D | -15.8% | +3.3% | -19.1% | -16.1% |
| 3M | -22.4% | -17.6% | -4.8% | -17.7% |
| 6M | -20.2% | +0.8% | -21.1% | -23.6% |
| All | -20.2% | +0.8% | -21.0% | -23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling