-4.8%
HL vs ALK
-5.3%
+0.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -7.1% |
| 7D | +8.2% | +12.9% | -4.8% | +3.2% |
| 30D | -16.3% | +5.5% | -21.8% | -18.1% |
| 3M | -18.6% | -12.1% | -6.5% | -14.9% |
| 6M | -23.2% | +1.7% | -24.9% | -25.5% |
| YTD | -25.5% | -17.4% | -8.1% | -22.2% |
| 1Y | -4.8% | -1.9% | -2.8% | -10.8% |
| All | -4.8% | -5.3% | +0.5% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling