+193.2%
AAL vs HBM
+613.3%
-420.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.5% |
| 7D | -3.7% | -6.4% | +2.6% | -2.2% |
| 30D | -20.8% | +5.9% | -26.7% | -22.1% |
| 3M | -1.3% | -8.9% | +7.6% | -0.5% |
| 6M | +5.4% | +10.7% | -5.3% | +0.6% |
| YTD | -14.4% | +38.3% | -52.6% | -23.4% |
| 1Y | +2.1% | +121.3% | -119.2% | -19.1% |
| 3Y | -10.6% | +450.6% | -461.1% | -45.3% |
| 5Y | -32.2% | +338.0% | -370.2% | -58.6% |
| 10Y | -62.7% | +578.6% | -641.3% | -82.5% |
| All | +193.2% | +613.3% | -420.1% | -24.3% |
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