+202.7%
HPE vs ALK
+16.0%
+186.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -18.7% | +9.0% | -27.8% | -21.0% |
| 30D | -37.9% | -1.6% | -36.3% | -37.8% |
| 3M | -14.4% | -23.2% | +8.8% | -8.2% |
| 6M | +48.2% | -3.9% | +52.1% | +46.5% |
| YTD | +88.6% | -22.6% | +111.2% | +96.8% |
| 1Y | +94.8% | -5.3% | +100.1% | +89.5% |
| 3Y | +202.7% | +18.6% | +184.1% | +177.7% |
| All | +202.7% | +16.0% | +186.7% | +177.7% |
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 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