+963.3%
HIG vs ALK
+938.9%
+24.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.7% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | -3.2% | -19.2% | +16.0% | +4.1% |
| 3M | +9.1% | -1.5% | +10.7% | +7.7% |
| 6M | -1.8% | -13.1% | +11.3% | -0.6% |
| YTD | +1.8% | -16.4% | +18.2% | +3.4% |
| 1Y | +4.6% | -33.1% | +37.6% | +13.9% |
| 3Y | +101.6% | +0.6% | +101.0% | +73.7% |
| 5Y | +124.5% | -26.4% | +150.9% | +109.9% |
| 10Y | +317.8% | -34.2% | +352.0% | +263.9% |
| All | +963.3% | +938.9% | +24.4% | +183.4% |
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