+284.2%
HL vs ALK
-39.2%
+323.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +0.4% | -3.0% | +3.3% | +1.2% |
| 30D | +18.8% | -14.6% | +33.4% | +24.0% |
| 3M | +43.7% | -10.6% | +54.3% | +47.5% |
| 6M | -1.0% | -6.7% | +5.7% | -0.5% |
| YTD | +8.7% | -19.8% | +28.5% | +13.6% |
| 1Y | +105.0% | -35.2% | +140.2% | +125.7% |
| 3Y | +427.3% | +1.4% | +425.9% | +382.7% |
| 5Y | +249.3% | -30.7% | +279.9% | +247.1% |
| 10Y | +284.2% | -37.4% | +321.6% | +248.4% |
| All | +284.2% | -39.2% | +323.4% | +248.4% |
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 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