+7.7%
AAL vs HPE
+113.0%
-105.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.7% | +12.0% | +6.9% |
| 7D | +8.3% | -17.0% | +25.3% | +10.5% |
| 30D | +6.2% | -26.7% | +33.0% | +10.1% |
| 3M | -17.7% | -4.1% | -13.5% | -18.3% |
| 6M | +15.4% | +75.4% | -60.0% | -4.4% |
| YTD | -11.1% | +111.0% | -122.1% | -31.5% |
| 1Y | +7.7% | +116.4% | -108.7% | -18.0% |
| All | +7.7% | +113.0% | -105.3% | -18.0% |
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