+7.8%
HD vs ALK
-33.9%
+41.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.8% |
| 7D | +6.4% | +7.1% | -0.7% | +4.7% |
| 30D | +22.1% | -3.0% | +25.0% | +22.7% |
| 3M | -0.2% | -25.6% | +25.5% | +6.5% |
| 6M | +12.6% | +0.5% | +12.1% | +11.6% |
| YTD | +3.9% | -23.1% | +27.0% | +7.8% |
| 1Y | -3.7% | -7.5% | +3.8% | -4.3% |
| 3Y | +27.9% | +15.3% | +12.5% | +12.8% |
| 5Y | +7.8% | -34.8% | +42.6% | +7.9% |
| All | +7.8% | -33.9% | +41.7% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling