-64.8%
AAL vs HPE
+581.3%
-646.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.4% | -11.2% | -5.6% |
| 7D | -0.9% | +19.4% | -20.3% | -11.2% |
| 30D | -12.9% | +5.6% | -18.5% | -16.6% |
| 3M | -11.2% | +33.1% | -44.3% | -27.2% |
| 6M | +17.8% | +192.5% | -174.6% | -44.6% |
| YTD | -15.1% | +160.9% | -176.1% | -57.4% |
| 1Y | +0.5% | +155.0% | -154.5% | -49.3% |
| 3Y | -7.7% | +289.4% | -297.1% | -67.7% |
| 5Y | -31.3% | +395.7% | -427.0% | -80.3% |
| All | -64.8% | +581.3% | -646.1% | -91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling