+1,330.6%
HST vs ALK
+839.9%
+490.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.3% |
| 7D | -1.0% | -0.7% | -0.4% | -0.8% |
| 30D | -12.3% | -19.2% | +7.0% | -5.1% |
| 3M | -6.4% | -1.5% | -4.8% | -7.2% |
| 6M | +15.0% | -13.1% | +28.1% | +17.7% |
| YTD | +30.5% | -16.4% | +46.9% | +34.5% |
| 1Y | +35.7% | -33.1% | +68.7% | +50.7% |
| 3Y | +68.4% | +0.6% | +67.8% | +50.6% |
| 5Y | +73.1% | -26.4% | +99.5% | +72.9% |
| 10Y | +92.7% | -34.2% | +126.9% | +86.0% |
| All | +1,330.6% | +839.9% | +490.7% | +265.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling