+82.3%
HST vs ALK
-31.3%
+113.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +3.6% | -1.2% | +4.8% | +3.9% |
| 30D | +11.2% | +7.7% | +3.5% | +7.8% |
| 3M | +13.1% | -19.0% | +32.1% | +20.8% |
| 6M | +23.9% | -0.2% | +24.1% | +20.5% |
| YTD | +52.3% | -23.5% | +75.8% | +60.9% |
| 1Y | +56.7% | -9.1% | +65.8% | +53.5% |
| 3Y | +87.5% | +12.0% | +75.5% | +47.1% |
| All | +82.3% | -31.3% | +113.6% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling