+25.9%
HPQ vs ALK
+4.2%
+21.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | +6.9% | -0.7% | +7.6% | +7.1% |
| 30D | +14.4% | -19.2% | +33.7% | +19.5% |
| 3M | +25.6% | -1.5% | +27.1% | +24.6% |
| 6M | +75.0% | -13.1% | +88.1% | +77.2% |
| YTD | +50.7% | -16.4% | +67.1% | +53.0% |
| 1Y | +18.7% | -33.1% | +51.7% | +27.2% |
| All | +25.9% | +4.2% | +21.7% | +11.1% |
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