+31,139.8%
HD vs ALK
+839.9%
+30,299.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -8.4% | -19.2% | +10.8% | -3.3% |
| 3M | +4.3% | -1.5% | +5.9% | +4.1% |
| 6M | -11.1% | -13.1% | +1.9% | -9.1% |
| YTD | -4.7% | -16.4% | +11.7% | -2.1% |
| 1Y | -19.8% | -33.1% | +13.3% | -13.3% |
| 3Y | +4.1% | +0.6% | +3.5% | -3.6% |
| 5Y | +10.3% | -26.4% | +36.7% | +8.0% |
| 10Y | +203.2% | -34.2% | +237.3% | +174.7% |
| All | +31,139.8% | +839.9% | +30,299.9% | +8,783.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling