+2.1%
AAL vs HPE
+122.1%
-120.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +2.0% |
| 7D | -3.7% | -0.6% | -3.1% | -3.7% |
| 30D | -20.8% | -2.3% | -18.5% | -20.6% |
| 3M | -1.3% | -2.9% | +1.6% | -1.4% |
| 6M | +5.4% | +143.6% | -138.2% | -23.7% |
| YTD | -14.4% | +118.5% | -132.9% | -35.2% |
| 1Y | +2.1% | +129.2% | -127.1% | -25.8% |
| All | +2.1% | +122.1% | -120.0% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling