+7.5%
HCA vs ALK
-35.4%
+42.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +2.9% | -3.1% | +6.1% | +3.2% |
| 30D | +2.4% | -17.1% | +19.5% | +4.0% |
| 3M | +13.0% | -3.8% | +16.8% | +13.5% |
| 6M | -21.4% | -5.3% | -16.1% | -21.4% |
| YTD | -9.5% | -20.3% | +10.8% | -10.4% |
| 1Y | +7.5% | -36.0% | +43.5% | +7.4% |
| All | +7.5% | -35.4% | +42.9% | +7.4% |
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