+3,769.4%
HDB vs ALK
+507.1%
+3,262.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.9% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | -2.8% | -19.2% | +16.4% | +3.0% |
| 3M | -3.5% | -1.5% | -2.0% | -4.1% |
| 6M | -24.7% | -13.1% | -11.7% | -23.2% |
| YTD | -36.6% | -16.4% | -20.1% | -35.0% |
| 1Y | -34.4% | -33.1% | -1.3% | -29.0% |
| 3Y | -24.4% | +0.6% | -25.0% | -31.8% |
| 5Y | -35.4% | -26.4% | -9.0% | -37.8% |
| 10Y | +39.5% | -34.2% | +73.7% | +22.4% |
| All | +3,769.4% | +507.1% | +3,262.3% | +1,233.4% |
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 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