+1,512.4%
HST vs ALK
+765.2%
+747.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.2% | -2.4% | -4.4% |
| 7D | -4.2% | +7.1% | -11.2% | -6.8% |
| 30D | +9.6% | -3.0% | +12.5% | +10.2% |
| 3M | -1.1% | -25.6% | +24.5% | +9.5% |
| 6M | +21.1% | +0.5% | +20.6% | +17.7% |
| YTD | +47.1% | -23.1% | +70.2% | +55.3% |
| 1Y | +64.0% | -7.5% | +71.6% | +60.5% |
| 3Y | +77.1% | +15.3% | +61.8% | +49.1% |
| 5Y | +71.8% | -34.8% | +106.5% | +78.6% |
| 10Y | +146.3% | -41.2% | +187.4% | +146.4% |
| All | +1,512.4% | +765.2% | +747.2% | +321.8% |
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