-29.6%
HDB vs ALK
-6.6%
-22.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +13.3% | +9.0% | +4.3% | +11.2% |
| 30D | +13.6% | -1.6% | +15.2% | +13.6% |
| 3M | +5.8% | -23.2% | +28.9% | +10.9% |
| 6M | -1.9% | -3.9% | +2.0% | -2.9% |
| YTD | -31.2% | -22.6% | -8.6% | -30.9% |
| 1Y | -29.6% | -5.3% | -24.2% | -28.5% |
| All | -29.6% | -6.6% | -22.9% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling