-3.5%
HD vs ALK
-3.2%
-0.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -1.2% | +2.6% | -3.7% | -1.9% |
| 30D | +20.9% | +7.8% | +13.1% | +18.0% |
| 3M | -0.2% | -15.2% | +15.1% | +3.4% |
| 6M | +14.5% | +5.0% | +9.5% | +12.1% |
| YTD | +4.3% | -18.4% | +22.7% | +3.2% |
| 1Y | -3.5% | -2.4% | -1.1% | -10.3% |
| All | -3.5% | -3.2% | -0.2% | -10.3% |
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