+71.6%
HST vs ALK
-34.8%
+106.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.3% |
| 7D | -2.7% | +9.0% | -11.7% | -5.8% |
| 30D | +10.7% | -1.6% | +12.3% | +10.9% |
| 3M | +6.3% | -23.2% | +29.4% | +15.8% |
| 6M | +19.0% | -3.9% | +22.9% | +17.5% |
| YTD | +47.0% | -22.6% | +69.6% | +54.9% |
| 1Y | +53.4% | -5.3% | +58.8% | +48.1% |
| 3Y | +78.0% | +18.6% | +59.4% | +35.3% |
| All | +71.6% | -34.8% | +106.3% | +83.0% |
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