-32.2%
AAL vs HCA
+69.0%
-101.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | -0.9% | +2.9% | -3.9% | -1.8% |
| 30D | -16.0% | +2.4% | -18.3% | -16.7% |
| 3M | -4.2% | +13.0% | -17.3% | -8.1% |
| 6M | +15.7% | -21.4% | +37.0% | +23.6% |
| YTD | -16.2% | -9.5% | -6.7% | -15.0% |
| 1Y | +0.2% | +7.5% | -7.3% | -4.9% |
| 3Y | -8.1% | +57.6% | -65.7% | -28.4% |
| 5Y | -32.2% | +71.1% | -103.3% | -53.5% |
| All | -32.2% | +69.0% | -101.2% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling