-23.8%
HDB vs ALK
+2.1%
-25.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.6% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | -2.8% | -19.2% | +16.4% | -0.2% |
| 3M | -3.5% | -1.5% | -2.0% | -3.8% |
| 6M | -24.7% | -13.1% | -11.7% | -24.5% |
| YTD | -36.6% | -16.4% | -20.1% | -36.3% |
| 1Y | -34.4% | -33.1% | -1.3% | -32.6% |
| All | -23.8% | +2.1% | -25.9% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling