-27.8%
AAL vs HAL
+54.1%
-82.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | -3.7% | +2.9% | -6.7% | -4.8% |
| 30D | -20.8% | +17.0% | -37.8% | -25.7% |
| 3M | -1.3% | -9.7% | +8.4% | +1.2% |
| 6M | +5.4% | +8.6% | -3.3% | -0.5% |
| YTD | -14.4% | +33.0% | -47.3% | -25.6% |
| 1Y | +2.1% | +68.3% | -66.2% | -20.0% |
| 3Y | -10.6% | +0.1% | -10.7% | -17.1% |
| 5Y | -32.2% | +102.6% | -134.8% | -55.9% |
| 10Y | -62.7% | +3.8% | -66.5% | -74.1% |
| All | -27.8% | +54.1% | -82.0% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling