+117.5%
HPE vs ALK
-7.4%
+124.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.8% |
| 7D | +13.6% | +0.9% | +12.7% | +13.3% |
| 30D | -27.1% | +3.3% | -30.4% | -27.5% |
| 3M | -14.5% | -17.6% | +3.1% | -10.6% |
| 6M | +66.9% | +0.8% | +66.1% | +62.9% |
| YTD | +111.3% | -22.4% | +133.7% | +118.9% |
| 1Y | +117.5% | -10.1% | +127.5% | +104.0% |
| All | +117.5% | -7.4% | +124.9% | +104.0% |
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