+164.7%
HLT vs ALK
-31.3%
+196.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | +0.7% | -1.2% | +1.9% | +1.0% |
| 30D | +13.7% | +7.7% | +6.1% | +10.4% |
| 3M | +16.3% | -19.0% | +35.3% | +23.9% |
| 6M | +19.9% | -0.2% | +20.1% | +16.5% |
| YTD | +30.1% | -23.5% | +53.6% | +36.8% |
| 1Y | +38.5% | -9.1% | +47.6% | +35.4% |
| 3Y | +131.0% | +12.0% | +119.0% | +82.7% |
| All | +164.7% | -31.3% | +196.1% | +177.2% |
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