+416.5%
HL vs ALK
+4.2%
+412.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.9% |
| 7D | +1.5% | -0.7% | +2.1% | +1.7% |
| 30D | +25.1% | -19.2% | +44.3% | +32.1% |
| 3M | +22.9% | -1.5% | +24.4% | +22.6% |
| 6M | -4.9% | -13.1% | +8.1% | -3.1% |
| YTD | +7.8% | -16.4% | +24.3% | +10.8% |
| 1Y | +133.9% | -33.1% | +167.0% | +151.3% |
| All | +416.5% | +4.2% | +412.3% | +320.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling