+96.6%
HST vs ALK
-34.2%
+130.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.4% |
| 7D | -1.0% | -0.7% | -0.4% | -0.7% |
| 30D | -12.3% | -19.2% | +7.0% | -3.8% |
| 3M | -6.4% | -1.5% | -4.8% | -7.5% |
| 6M | +15.0% | -13.1% | +28.1% | +18.0% |
| YTD | +30.5% | -16.4% | +46.9% | +34.9% |
| 1Y | +35.7% | -33.1% | +68.7% | +53.9% |
| 3Y | +68.4% | +0.6% | +67.8% | +42.9% |
| 5Y | +73.1% | -26.4% | +99.5% | +69.0% |
| All | +96.6% | -34.2% | +130.8% | +63.4% |
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