+8.2%
HPQ vs ALK
-33.8%
+42.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | -1.1% | +9.0% | -10.2% | -3.5% |
| 30D | -11.7% | -1.6% | -10.1% | -11.5% |
| 3M | +2.0% | -23.2% | +25.2% | +8.9% |
| 6M | +35.9% | -3.9% | +39.7% | +34.3% |
| YTD | +32.7% | -22.6% | +55.3% | +37.2% |
| 1Y | +14.3% | -5.3% | +19.6% | +10.0% |
| 3Y | +17.8% | +18.6% | -0.7% | -2.4% |
| All | +8.2% | -33.8% | +42.0% | +6.9% |
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