+32.2%
HPQ vs ALK
-28.9%
+61.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -3.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +3.7% | -18.5% | +22.2% | +9.5% |
| 3M | +24.3% | -3.6% | +27.9% | +23.8% |
| 6M | +64.8% | -3.7% | +68.4% | +61.8% |
| YTD | +43.9% | -19.0% | +62.9% | +47.5% |
| 1Y | +11.7% | -36.0% | +47.7% | +23.0% |
| 3Y | +19.7% | +2.3% | +17.3% | +6.2% |
| 5Y | +32.2% | -27.8% | +60.0% | +28.8% |
| All | +32.2% | -28.9% | +61.1% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling