-19.4%
HUT vs ALK
-28.6%
+9.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | -10.9% | +12.9% | -23.9% | -21.1% |
| 30D | -32.6% | +5.5% | -38.2% | -37.9% |
| 3M | -33.7% | -12.1% | -21.6% | -29.3% |
| 6M | -42.3% | +1.7% | -44.1% | -47.5% |
| YTD | +23.6% | -17.4% | +41.0% | +34.2% |
| 1Y | +20.4% | -1.9% | +22.3% | +12.3% |
| 3Y | +423.2% | +21.2% | +402.0% | +221.8% |
| 5Y | -19.4% | -27.8% | +8.4% | -20.0% |
| All | -19.4% | -28.6% | +9.2% | -20.0% |
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