+18.6%
HL vs ALK
+832.3%
-813.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +7.1% | -2.5% | +3.7% |
| 7D | +13.8% | +8.9% | +4.9% | +12.7% |
| 30D | -9.7% | +5.9% | -15.7% | -10.4% |
| 3M | -8.5% | -16.5% | +8.0% | -6.6% |
| 6M | -17.2% | +2.1% | -19.3% | -17.6% |
| YTD | -19.6% | -17.1% | -2.6% | -18.3% |
| 1Y | +11.1% | -2.9% | +14.0% | +11.0% |
| 3Y | +299.7% | +24.5% | +275.2% | +281.7% |
| 5Y | +156.5% | -29.1% | +185.6% | +158.0% |
| 10Y | +122.4% | -39.1% | +161.5% | +118.6% |
| All | +18.6% | +832.3% | -813.7% | +15.5% |
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 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