-36.4%
AAL vs HAL
+40.6%
-77.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +8.3% | -7.9% | +16.1% | +10.2% |
| 30D | +11.0% | -2.1% | +13.0% | +11.2% |
| 3M | -11.2% | +0.4% | -11.6% | -11.9% |
| 6M | +6.1% | -19.2% | +25.3% | +10.1% |
| YTD | -7.6% | +14.4% | -22.0% | -14.2% |
| 1Y | +3.7% | +18.0% | -14.2% | -4.7% |
| 3Y | +20.5% | -9.7% | +30.2% | +14.0% |
| 5Y | -36.4% | +40.1% | -76.5% | -54.2% |
| All | -36.4% | +40.6% | -77.0% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling