-4.3%
HD vs ALK
-6.6%
+2.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.5% | -2.0% |
| 7D | +4.3% | +9.0% | -4.7% | +1.9% |
| 30D | +20.2% | -1.6% | +21.8% | +20.3% |
| 3M | -1.0% | -23.2% | +22.2% | +5.2% |
| 6M | +7.9% | -3.9% | +11.8% | +8.2% |
| YTD | +2.0% | -22.6% | +24.6% | +2.6% |
| 1Y | -4.3% | -5.3% | +1.0% | -9.3% |
| All | -4.3% | -6.6% | +2.3% | -9.3% |
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