-27.8%
AAL vs HL
+413.0%
-440.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.6% |
| 7D | -3.7% | +1.5% | -5.2% | -4.0% |
| 30D | -20.8% | +25.1% | -45.9% | -23.6% |
| 3M | -1.3% | +22.9% | -24.2% | -4.9% |
| 6M | +5.4% | -4.9% | +10.3% | +4.9% |
| YTD | -14.4% | +7.8% | -22.2% | -17.2% |
| 1Y | +2.1% | +133.9% | -131.8% | -12.8% |
| 3Y | -10.6% | +380.9% | -391.5% | -34.1% |
| 5Y | -32.2% | +230.2% | -262.4% | -49.1% |
| 10Y | -62.7% | +265.6% | -328.3% | -75.5% |
| All | -27.8% | +413.0% | -440.9% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling