+0.2%
AAL vs HPE
+134.8%
-134.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.2% | +5.6% | +0.3% |
| 7D | -0.9% | +1.4% | -2.4% | -1.3% |
| 30D | -16.0% | +1.5% | -17.5% | -16.4% |
| 3M | -4.2% | +21.7% | -26.0% | -8.3% |
| 6M | +15.7% | +164.2% | -148.5% | -18.1% |
| YTD | -16.2% | +132.1% | -148.2% | -37.3% |
| 1Y | +0.2% | +130.6% | -130.4% | -26.5% |
| All | +0.2% | +134.8% | -134.5% | -26.5% |
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