+55.6%
HYG vs ALK
-45.9%
+101.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -0.4% | -1.2% | +0.8% | -0.3% |
| 30D | +0.7% | +7.7% | -7.0% | -0.1% |
| 3M | -2.1% | -19.0% | +16.9% | -0.4% |
| 6M | -0.8% | -0.2% | -0.6% | -1.5% |
| YTD | +0.3% | -23.5% | +23.8% | +1.6% |
| 1Y | +1.8% | -9.1% | +10.9% | +1.2% |
| 3Y | +24.1% | +12.0% | +12.1% | +17.9% |
| 5Y | +17.7% | -30.9% | +48.6% | +16.4% |
| All | +55.6% | -45.9% | +101.5% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling