+50.7%
AAL vs HCA
+1,635.7%
-1,585.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.4% |
| 7D | -0.3% | -2.8% | +2.5% | +0.8% |
| 30D | -19.0% | -2.7% | -16.3% | -18.2% |
| 3M | -5.1% | +11.5% | -16.6% | -9.7% |
| 6M | +15.5% | -24.3% | +39.8% | +28.4% |
| YTD | -15.8% | -13.6% | -2.2% | -12.3% |
| 1Y | -0.3% | -3.2% | +2.9% | -1.7% |
| 3Y | -7.7% | +50.4% | -58.1% | -27.6% |
| 5Y | -32.5% | +64.8% | -97.3% | -50.7% |
| 10Y | -66.0% | +456.6% | -522.5% | -85.1% |
| All | +50.7% | +1,635.7% | -1,585.0% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling