-65.2%
AAL vs HL
+278.2%
-343.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.1% |
| 7D | -0.9% | -5.6% | +4.7% | -0.1% |
| 30D | -16.0% | +12.7% | -28.7% | -17.8% |
| 3M | -4.2% | +42.5% | -46.8% | -10.0% |
| 6M | +15.7% | -9.0% | +24.7% | +15.7% |
| YTD | -16.2% | +4.4% | -20.6% | -18.9% |
| 1Y | +0.2% | +82.7% | -82.4% | -12.2% |
| 3Y | -8.1% | +406.3% | -414.4% | -35.2% |
| 5Y | -32.2% | +238.2% | -270.4% | -51.1% |
| All | -65.2% | +278.2% | -343.4% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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