+78.0%
HST vs ALK
+16.0%
+62.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.2% |
| 7D | -2.7% | +9.0% | -11.7% | -4.9% |
| 30D | +10.7% | -1.6% | +12.3% | +10.9% |
| 3M | +6.3% | -23.2% | +29.4% | +13.0% |
| 6M | +19.0% | -3.9% | +22.9% | +18.2% |
| YTD | +47.0% | -22.6% | +69.6% | +52.8% |
| 1Y | +53.4% | -5.3% | +58.8% | +50.4% |
| 3Y | +78.0% | +18.6% | +59.4% | +71.7% |
| All | +78.0% | +16.0% | +62.0% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling