+5.8%
HD vs ALK
-34.8%
+40.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.5% | -2.0% |
| 7D | +4.3% | +9.0% | -4.7% | +2.2% |
| 30D | +20.2% | -1.6% | +21.8% | +20.5% |
| 3M | -1.0% | -23.2% | +22.2% | +4.8% |
| 6M | +7.9% | -3.9% | +11.8% | +8.0% |
| YTD | +2.0% | -22.6% | +24.6% | +5.7% |
| 1Y | -4.3% | -5.3% | +1.0% | -5.4% |
| 3Y | +25.9% | +18.6% | +7.4% | +10.2% |
| All | +5.8% | -34.8% | +40.5% | +5.6% |
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