+137.1%
HST vs ALK
-41.4%
+178.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -1.3% | +2.6% | -3.8% | -2.4% |
| 30D | +13.4% | +7.8% | +5.6% | +8.9% |
| 3M | +16.7% | -15.2% | +31.9% | +24.0% |
| 6M | +24.0% | +5.0% | +19.0% | +17.1% |
| YTD | +54.0% | -18.4% | +72.4% | +59.4% |
| 1Y | +55.0% | -2.4% | +57.4% | +46.5% |
| 3Y | +89.3% | +19.8% | +69.6% | +44.8% |
| 5Y | +85.4% | -27.8% | +113.2% | +81.4% |
| 10Y | +137.1% | -42.0% | +179.1% | +107.4% |
| All | +137.1% | -41.4% | +178.5% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling