+6.2%
HCA vs ALK
-10.2%
+16.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.2% |
| 7D | +0.8% | -1.2% | +2.0% | +0.9% |
| 30D | +6.1% | +7.7% | -1.6% | +5.3% |
| 3M | +21.4% | -19.0% | +40.4% | +23.4% |
| 6M | +17.2% | -0.2% | +17.4% | +17.4% |
| YTD | +7.5% | -23.5% | +31.0% | +5.2% |
| 1Y | +6.2% | -9.1% | +15.3% | +5.5% |
| All | +6.2% | -10.2% | +16.4% | +5.5% |
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 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