+630.8%
HLT vs ALK
+23.4%
+607.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -4.1% | -18.5% | +14.4% | +3.2% |
| 3M | -10.6% | -3.6% | -7.0% | -10.9% |
| 6M | +2.0% | -3.7% | +5.7% | +0.6% |
| YTD | +6.1% | -19.0% | +25.1% | +10.6% |
| 1Y | +9.8% | -36.0% | +45.8% | +24.2% |
| 3Y | +99.0% | +2.3% | +96.7% | +73.8% |
| 5Y | +151.5% | -27.8% | +179.2% | +150.2% |
| 10Y | +561.1% | -39.0% | +600.1% | +502.7% |
| All | +630.8% | +23.4% | +607.4% | +457.1% |
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