-64.8%
AAL vs HCA
+511.6%
-576.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +0.6% |
| 7D | -0.9% | +5.4% | -6.3% | -3.4% |
| 30D | -12.9% | +3.0% | -15.8% | -14.2% |
| 3M | -11.2% | +13.0% | -24.2% | -16.7% |
| 6M | +17.8% | -20.3% | +38.1% | +29.5% |
| YTD | -15.1% | -8.2% | -6.9% | -13.8% |
| 1Y | +0.5% | +6.7% | -6.2% | -5.8% |
| 3Y | -7.7% | +60.4% | -68.0% | -33.0% |
| 5Y | -31.3% | +73.4% | -104.8% | -54.2% |
| All | -64.8% | +511.6% | -576.4% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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