+119.8%
HIG vs ALK
-28.1%
+147.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -0.5% | -3.0% | +2.5% | 0.0% |
| 30D | -2.8% | -14.6% | +11.8% | -0.4% |
| 3M | +6.3% | -10.6% | +16.9% | +7.5% |
| 6M | -0.1% | -6.7% | +6.6% | -0.6% |
| YTD | +0.4% | -19.8% | +20.2% | +2.3% |
| 1Y | +6.2% | -35.2% | +41.4% | +12.7% |
| 3Y | +101.6% | +1.4% | +100.2% | +82.7% |
| 5Y | +119.8% | -30.7% | +150.5% | +113.4% |
| All | +119.8% | -28.1% | +147.9% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling