-35.9%
AAL vs HL
+246.5%
-282.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -13.7% | +18.8% | -32.6% | -16.1% |
| 3M | -8.2% | +43.7% | -51.9% | -13.4% |
| 6M | +13.1% | -1.0% | +14.2% | +11.7% |
| YTD | -15.6% | +8.7% | -24.3% | -18.7% |
| 1Y | +1.4% | +105.0% | -103.6% | -11.8% |
| 3Y | -7.4% | +427.3% | -434.7% | -34.6% |
| 5Y | -35.9% | +249.3% | -285.2% | -55.2% |
| All | -35.9% | +246.5% | -282.4% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling