+138.4%
HON vs ALK
-38.6%
+176.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.3% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | -15.2% | -18.5% | +3.3% | -10.1% |
| 3M | -6.0% | -3.6% | -2.4% | -5.5% |
| 6M | -14.9% | -3.7% | -11.2% | -15.3% |
| YTD | +3.2% | -19.0% | +22.2% | +7.1% |
| 1Y | 0.0% | -36.0% | +36.1% | +10.7% |
| 3Y | +21.5% | +2.3% | +19.1% | +9.1% |
| 5Y | +4.0% | -27.8% | +31.8% | +1.8% |
| 10Y | +138.4% | -39.0% | +177.3% | +97.8% |
| All | +138.4% | -38.6% | +176.9% | +97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling