+2,524.6%
HPQ vs ALK
+832.3%
+1,692.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -2.5% |
| 7D | -0.6% | +8.9% | -9.5% | -2.9% |
| 30D | -6.5% | +5.9% | -12.4% | -8.1% |
| 3M | -5.1% | -16.5% | +11.5% | -1.1% |
| 6M | +27.3% | +2.1% | +25.2% | +24.4% |
| YTD | +31.7% | -17.1% | +48.8% | +33.3% |
| 1Y | +13.0% | -2.9% | +15.8% | +9.6% |
| 3Y | +18.3% | +24.5% | -6.2% | +4.0% |
| 5Y | +7.4% | -29.1% | +36.5% | +7.3% |
| 10Y | +154.8% | -39.1% | +193.9% | +145.3% |
| All | +2,524.6% | +832.3% | +1,692.3% | +832.6% |
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