+130.0%
HL vs ALK
-45.9%
+175.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | -11.1% | -1.2% | -9.9% | -10.8% |
| 30D | -12.1% | +7.7% | -19.8% | -14.0% |
| 3M | -26.1% | -19.0% | -7.1% | -21.6% |
| 6M | -37.7% | -0.2% | -37.5% | -38.2% |
| YTD | -31.7% | -23.5% | -8.2% | -27.6% |
| 1Y | -11.6% | -9.1% | -2.5% | -10.8% |
| 3Y | +249.6% | +12.0% | +237.6% | +210.8% |
| 5Y | +108.5% | -30.9% | +139.4% | +108.2% |
| All | +130.0% | -45.9% | +175.9% | +121.2% |
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