+214.9%
AAL vs HBM
+470.7%
-255.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +3.4% | -1.3% | +4.7% | +3.8% |
| 30D | +11.7% | -14.8% | +26.6% | +15.9% |
| 3M | -7.8% | -20.7% | +12.9% | -3.2% |
| 6M | +10.2% | -13.9% | +24.2% | +11.7% |
| YTD | -8.0% | +10.6% | -18.6% | -13.6% |
| 1Y | +8.5% | +32.4% | -23.8% | -2.6% |
| 3Y | +19.5% | +432.0% | -412.5% | -26.3% |
| 5Y | -33.9% | +205.5% | -239.4% | -55.9% |
| 10Y | -66.0% | +291.1% | -357.1% | -82.1% |
| All | +214.9% | +470.7% | -255.8% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling