+495.9%
HPE vs ALK
-38.6%
+534.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.1% | +10.8% | +8.9% |
| 7D | +10.1% | +0.1% | +10.0% | +9.9% |
| 30D | +5.3% | -18.5% | +23.7% | +12.9% |
| 3M | +12.7% | -3.6% | +16.2% | +12.6% |
| 6M | +167.7% | -3.7% | +171.3% | +162.7% |
| YTD | +135.5% | -19.0% | +154.5% | +144.9% |
| 1Y | +143.4% | -36.0% | +179.4% | +175.2% |
| 3Y | +249.2% | +2.3% | +246.8% | +212.0% |
| 5Y | +343.8% | -27.8% | +371.6% | +340.8% |
| 10Y | +495.9% | -39.0% | +534.8% | +431.7% |
| All | +495.9% | -38.6% | +534.4% | +431.7% |
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