+61.3%
HDB vs ALK
-37.5%
+98.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +1.1% |
| 7D | +13.7% | +8.9% | +4.8% | +11.4% |
| 30D | +15.8% | +5.9% | +9.9% | +14.0% |
| 3M | +9.2% | -16.5% | +25.8% | +13.3% |
| 6M | +3.2% | +2.1% | +1.1% | +1.3% |
| YTD | -29.4% | -17.1% | -12.3% | -28.0% |
| 1Y | -27.9% | -2.9% | -25.1% | -29.4% |
| 3Y | -5.9% | +24.5% | -30.4% | -18.7% |
| 5Y | -23.5% | -29.1% | +5.6% | -25.0% |
| 10Y | +61.3% | -39.1% | +100.5% | +42.2% |
| All | +61.3% | -37.5% | +98.8% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling