+59.1%
HL vs ALK
+839.9%
-780.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.7% |
| 7D | +1.5% | -0.7% | +2.1% | +1.6% |
| 30D | +25.1% | -19.2% | +44.3% | +28.2% |
| 3M | +22.9% | -1.5% | +24.4% | +22.8% |
| 6M | -4.9% | -13.1% | +8.1% | -3.8% |
| YTD | +7.8% | -16.4% | +24.3% | +9.5% |
| 1Y | +133.9% | -33.1% | +167.0% | +143.0% |
| 3Y | +380.9% | +0.6% | +380.3% | +369.6% |
| 5Y | +230.2% | -26.4% | +256.6% | +230.6% |
| 10Y | +265.6% | -34.2% | +299.7% | +257.5% |
| All | +59.1% | +839.9% | -780.8% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling