+223.0%
HPQ vs ALK
-39.2%
+262.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.2% |
| 7D | +1.3% | -3.0% | +4.2% | +2.2% |
| 30D | +8.7% | -14.6% | +23.3% | +14.1% |
| 3M | +31.5% | -10.6% | +42.0% | +34.3% |
| 6M | +76.0% | -6.7% | +82.7% | +74.2% |
| YTD | +49.5% | -19.8% | +69.3% | +53.9% |
| 1Y | +17.3% | -35.2% | +52.5% | +29.4% |
| 3Y | +24.4% | +1.4% | +23.0% | +10.6% |
| 5Y | +37.3% | -30.7% | +68.0% | +36.4% |
| 10Y | +223.0% | -37.4% | +260.4% | +173.3% |
| All | +223.0% | -39.2% | +262.2% | +173.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling