-34.6%
AAL vs HBM
+215.2%
-249.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.6% |
| 7D | +10.1% | +2.4% | +7.7% | +9.5% |
| 30D | +10.6% | -16.0% | +26.5% | +15.4% |
| 3M | -5.9% | -21.3% | +15.4% | -0.7% |
| 6M | +5.7% | -12.2% | +17.9% | +6.3% |
| YTD | -8.0% | +10.7% | -18.6% | -14.6% |
| 1Y | +6.0% | +30.3% | -24.3% | -6.2% |
| 3Y | +19.6% | +432.2% | -412.7% | -31.2% |
| 5Y | -34.6% | +218.8% | -253.4% | -58.8% |
| All | -34.6% | +215.2% | -249.8% | -58.8% |
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 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