+25.9%
HD vs ALK
+16.0%
+10.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.5% | -2.0% |
| 7D | +4.3% | +9.0% | -4.7% | +2.5% |
| 30D | +20.2% | -1.6% | +21.8% | +20.4% |
| 3M | -1.0% | -23.2% | +22.2% | +4.0% |
| 6M | +7.9% | -3.9% | +11.8% | +8.2% |
| YTD | +2.0% | -22.6% | +24.6% | +4.8% |
| 1Y | -4.3% | -5.3% | +1.0% | -5.2% |
| 3Y | +25.9% | +18.6% | +7.4% | +18.0% |
| All | +25.9% | +16.0% | +10.0% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling