+144.3%
HLT vs ALK
-30.8%
+175.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.2% |
| 7D | -1.5% | -3.0% | +1.5% | -0.4% |
| 30D | -1.2% | -14.6% | +13.4% | +4.0% |
| 3M | -10.3% | -10.6% | +0.2% | -8.1% |
| 6M | +1.3% | -6.7% | +8.0% | +0.9% |
| YTD | +7.0% | -19.8% | +26.8% | +11.6% |
| 1Y | +11.9% | -35.2% | +47.1% | +25.7% |
| 3Y | +100.7% | +1.4% | +99.3% | +71.3% |
| All | +144.3% | -30.8% | +175.2% | +144.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling