-8.8%
AAL vs HLT
+99.0%
-107.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.4% |
| 7D | -0.9% | -2.6% | +1.7% | +1.8% |
| 30D | -16.0% | -2.6% | -13.3% | -14.0% |
| 3M | -4.2% | -9.4% | +5.2% | +5.5% |
| 6M | +15.7% | +2.7% | +12.9% | +10.8% |
| YTD | -16.2% | +6.8% | -22.9% | -22.7% |
| 1Y | +0.2% | +12.4% | -12.1% | -13.4% |
| All | -8.8% | +99.0% | -107.8% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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