-68.3%
AAL vs HBM
+285.4%
-353.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.2% |
| 7D | +2.9% | +5.1% | -2.1% | +1.6% |
| 30D | +6.5% | -15.8% | +22.3% | +11.4% |
| 3M | -10.9% | -22.4% | +11.6% | -5.2% |
| 6M | +4.9% | -20.2% | +25.1% | +8.7% |
| YTD | -13.2% | +9.0% | -22.2% | -19.2% |
| 1Y | -1.1% | +27.4% | -28.5% | -12.1% |
| 3Y | +12.8% | +424.2% | -411.4% | -36.1% |
| 5Y | -34.4% | +196.1% | -230.5% | -59.1% |
| All | -68.3% | +285.4% | -353.7% | -85.9% |
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