-32.5%
AAL vs HAL
+101.7%
-134.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.5% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -19.0% | +15.9% | -34.9% | -21.9% |
| 3M | -5.1% | -8.7% | +3.6% | -3.4% |
| 6M | +15.5% | +9.0% | +6.4% | +10.8% |
| YTD | -15.8% | +32.0% | -47.8% | -23.9% |
| 1Y | -0.3% | +72.5% | -72.8% | -17.4% |
| 3Y | -7.7% | -4.5% | -3.1% | -13.3% |
| 5Y | -32.5% | +109.7% | -142.2% | -54.7% |
| All | -32.5% | +101.7% | -134.2% | -54.7% |
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