+522.9%
HPE vs ALK
-44.3%
+567.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -18.7% | +9.0% | -27.8% | -21.8% |
| 30D | -37.9% | -1.6% | -36.3% | -38.0% |
| 3M | -14.4% | -23.2% | +8.8% | -6.8% |
| 6M | +48.2% | -3.9% | +52.1% | +45.9% |
| YTD | +88.6% | -22.6% | +111.2% | +97.9% |
| 1Y | +94.8% | -5.3% | +100.1% | +88.5% |
| 3Y | +202.7% | +18.6% | +184.1% | +151.9% |
| 5Y | +231.6% | -34.4% | +266.0% | +239.9% |
| 10Y | +361.9% | -40.8% | +402.7% | +314.6% |
| All | +522.9% | -44.3% | +567.2% | +482.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling