+104.3%
HPE vs ALK
-5.3%
+109.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -9.7% | +12.9% | -22.7% | -11.9% |
| 30D | -34.8% | +5.5% | -40.3% | -35.3% |
| 3M | -12.1% | -12.1% | 0.0% | -9.4% |
| 6M | +53.7% | +1.7% | +52.0% | +50.5% |
| YTD | +101.9% | -17.4% | +119.3% | +106.6% |
| 1Y | +104.3% | -1.9% | +106.3% | +84.2% |
| All | +104.3% | -5.3% | +109.6% | +84.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling