-4.3%
HL vs ALK
-3.2%
-1.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -5.6% | +2.6% | -8.1% | -6.5% |
| 30D | -16.2% | +7.8% | -24.0% | -18.6% |
| 3M | -20.5% | -15.2% | -5.3% | -15.7% |
| 6M | -31.7% | +5.0% | -36.7% | -34.4% |
| YTD | -26.4% | -18.4% | -7.9% | -22.7% |
| 1Y | -4.3% | -2.4% | -1.9% | -9.5% |
| All | -4.3% | -3.2% | -1.1% | -9.5% |
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