+2,544.1%
HPQ vs ALK
+770.6%
+1,773.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | -1.1% | +9.0% | -10.2% | -3.4% |
| 30D | -11.7% | -1.6% | -10.1% | -11.5% |
| 3M | +2.0% | -23.2% | +25.2% | +8.6% |
| 6M | +35.9% | -3.9% | +39.7% | +34.9% |
| YTD | +32.7% | -22.6% | +55.3% | +36.8% |
| 1Y | +14.3% | -5.3% | +19.6% | +11.7% |
| 3Y | +17.8% | +18.6% | -0.7% | +5.0% |
| 5Y | +7.6% | -34.4% | +41.9% | +9.7% |
| 10Y | +171.7% | -40.8% | +212.5% | +164.0% |
| All | +2,544.1% | +770.6% | +1,773.5% | +856.9% |
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 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