+795.5%
HLT vs ALK
+16.6%
+778.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| 3M | +16.3% | -19.0% | +35.3% | +24.5% |
| 6M | +19.9% | -0.2% | +20.1% | +16.5% |
| YTD | +30.1% | -23.5% | +53.6% | +37.2% |
| 1Y | +38.5% | -9.1% | +47.6% | +35.8% |
| 3Y | +131.0% | +12.0% | +119.0% | +92.2% |
| 5Y | +163.7% | -30.9% | +194.5% | +164.9% |
| 10Y | +697.4% | -45.6% | +743.0% | +651.7% |
| All | +795.5% | +16.6% | +778.9% | +591.6% |
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