+11.8%
AAL vs HL
+247.8%
-236.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.8% |
| 7D | -0.1% | -11.1% | +11.1% | +1.5% |
| 30D | +11.7% | -12.1% | +23.8% | +13.5% |
| 3M | -12.5% | -26.1% | +13.5% | -9.6% |
| 6M | +3.6% | -37.7% | +41.4% | +8.4% |
| YTD | -14.1% | -31.7% | +17.6% | -11.9% |
| 1Y | +0.8% | -11.6% | +12.4% | +0.5% |
| 3Y | +11.8% | +249.6% | -237.8% | -7.3% |
| All | +11.8% | +247.8% | -236.0% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling