-65.2%
AAL vs HBM
+622.7%
-687.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.5% | +6.8% | +1.4% |
| 7D | -0.9% | -3.7% | +2.8% | -0.1% |
| 30D | -16.0% | -3.7% | -12.3% | -15.5% |
| 3M | -4.2% | +8.0% | -12.3% | -7.6% |
| 6M | +15.7% | +15.8% | -0.1% | +8.0% |
| YTD | -16.2% | +34.4% | -50.5% | -26.0% |
| 1Y | +0.2% | +98.2% | -97.9% | -21.4% |
| 3Y | -8.1% | +476.6% | -484.7% | -49.2% |
| 5Y | -32.2% | +331.1% | -363.3% | -62.0% |
| All | -65.2% | +622.7% | -687.9% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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