+84.2%
HST vs ALK
-28.6%
+112.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.7% | -1.4% | +3.0% |
| 7D | +0.6% | +12.9% | -12.4% | -3.7% |
| 30D | +14.5% | +5.5% | +8.9% | +11.8% |
| 3M | +15.4% | -12.1% | +27.5% | +19.9% |
| 6M | +22.0% | +1.7% | +20.3% | +18.1% |
| YTD | +54.9% | -17.4% | +72.3% | +59.4% |
| 1Y | +54.0% | -1.9% | +55.9% | +47.0% |
| 3Y | +90.4% | +21.2% | +69.2% | +45.4% |
| 5Y | +84.2% | -27.8% | +112.0% | +89.0% |
| All | +84.2% | -28.6% | +112.8% | +89.0% |
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