-65.5%
AAL vs HAL
-18.9%
-46.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +10.1% | -6.5% | +16.5% | +13.0% |
| 30D | +10.6% | -2.1% | +12.7% | +11.1% |
| 3M | -5.9% | -4.9% | -1.1% | -5.0% |
| 6M | +5.7% | -19.3% | +25.0% | +12.4% |
| YTD | -8.0% | +14.3% | -22.3% | -17.0% |
| 1Y | +6.0% | +17.3% | -11.3% | -5.8% |
| 3Y | +19.6% | -10.9% | +30.5% | +14.8% |
| 5Y | -34.6% | +47.4% | -82.0% | -55.1% |
| 10Y | -65.5% | -20.8% | -44.7% | -80.3% |
| All | -65.5% | -18.9% | -46.5% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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