+303.0%
HIG vs ALK
-37.3%
+340.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -2.3% | -3.1% | +0.8% | -1.4% |
| 30D | -1.2% | -17.1% | +15.9% | +4.2% |
| 3M | +6.3% | -3.8% | +10.1% | +6.0% |
| 6M | +0.6% | -5.3% | +5.9% | -0.9% |
| YTD | +0.6% | -20.3% | +20.9% | +3.6% |
| 1Y | +6.1% | -36.0% | +42.1% | +16.4% |
| 3Y | +102.0% | +0.8% | +101.2% | +74.6% |
| 5Y | +119.2% | -28.5% | +147.7% | +108.5% |
| All | +303.0% | -37.3% | +340.3% | +216.7% |
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