+13.4%
HL vs ALK
+770.6%
-757.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +8.9% | +9.0% | -0.1% | +7.8% |
| 30D | -10.1% | -1.6% | -8.4% | -9.9% |
| 3M | -7.0% | -23.2% | +16.1% | -4.1% |
| 6M | -18.8% | -3.9% | -14.9% | -18.6% |
| YTD | -23.1% | -22.6% | -0.6% | -21.2% |
| 1Y | +8.9% | -5.3% | +14.2% | +9.1% |
| 3Y | +255.0% | +18.6% | +236.4% | +241.2% |
| 5Y | +151.5% | -34.4% | +185.9% | +155.4% |
| 10Y | +138.4% | -40.8% | +179.2% | +135.8% |
| All | +13.4% | +770.6% | -757.2% | +11.5% |
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