+55.2%
HYG vs ALK
-35.7%
+90.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | -0.7% | -2.1% | +1.4% | -0.5% |
| 30D | -0.7% | -13.1% | +12.4% | +0.5% |
| 3M | -0.2% | -11.8% | +11.6% | +0.7% |
| 6M | +1.4% | -0.4% | +1.8% | +0.7% |
| YTD | +1.5% | -18.2% | +19.6% | +2.3% |
| 1Y | +2.9% | -35.5% | +38.4% | +6.0% |
| 3Y | +25.6% | +1.8% | +23.8% | +20.9% |
| 5Y | +18.6% | -26.6% | +45.2% | +16.7% |
| All | +55.2% | -35.7% | +90.9% | +42.8% |
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 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