+621.7%
HPE vs ALK
-39.8%
+661.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -5.1% |
| 7D | -0.6% | -0.7% | +0.1% | -0.4% |
| 30D | -2.3% | -19.2% | +16.9% | +5.4% |
| 3M | -2.9% | -1.5% | -1.3% | -3.6% |
| 6M | +143.6% | -13.1% | +156.6% | +148.4% |
| YTD | +118.5% | -16.4% | +134.9% | +125.0% |
| 1Y | +129.2% | -33.1% | +162.3% | +155.5% |
| 3Y | +212.5% | +0.6% | +211.9% | +181.0% |
| 5Y | +286.9% | -26.4% | +313.3% | +281.9% |
| 10Y | +432.3% | -34.2% | +466.5% | +360.6% |
| All | +621.7% | -39.8% | +661.5% | +562.0% |
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 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