+215.5%
HPE vs ALK
+2.1%
+213.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.9% |
| 7D | -0.6% | -0.7% | +0.1% | -0.4% |
| 30D | -2.3% | -19.2% | +16.9% | +3.8% |
| 3M | -2.9% | -1.5% | -1.3% | -3.5% |
| 6M | +143.6% | -13.1% | +156.6% | +147.7% |
| YTD | +118.5% | -16.4% | +134.9% | +124.1% |
| 1Y | +129.2% | -33.1% | +162.3% | +151.3% |
| All | +215.5% | +2.1% | +213.4% | +203.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling