-32.5%
AAL vs HBM
+369.9%
-402.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.4% | -3.1% |
| 7D | -0.3% | +7.4% | -7.7% | -2.1% |
| 30D | -19.0% | +5.1% | -24.1% | -20.2% |
| 3M | -5.1% | +11.1% | -16.2% | -8.7% |
| 6M | +15.5% | +30.2% | -14.7% | +5.2% |
| YTD | -15.8% | +46.2% | -62.0% | -26.6% |
| 1Y | -0.3% | +120.0% | -120.4% | -22.6% |
| 3Y | -7.7% | +527.4% | -535.1% | -47.6% |
| 5Y | -32.5% | +400.4% | -432.9% | -57.5% |
| All | -32.5% | +369.9% | -402.4% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling