-40.8%
AAL vs HAS
+50.4%
-91.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.2% |
| 7D | +4.6% | -0.2% | +4.8% | +4.8% |
| 30D | +2.6% | +31.0% | -28.5% | -10.9% |
| 3M | -17.8% | +30.7% | -48.4% | -28.7% |
| 6M | +1.9% | +23.9% | -22.1% | -10.0% |
| YTD | -14.0% | +48.3% | -62.3% | -31.4% |
| 1Y | +0.2% | +60.2% | -60.0% | -23.5% |
| 3Y | +13.0% | +189.2% | -176.2% | -38.3% |
| All | -40.8% | +50.4% | -91.2% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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