-8.4%
AAL vs HPE
+247.4%
-255.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.4% | -4.4% |
| 7D | -0.3% | +10.1% | -10.5% | -4.0% |
| 30D | -19.0% | +5.3% | -24.3% | -21.0% |
| 3M | -5.1% | +12.7% | -17.8% | -10.5% |
| 6M | +15.5% | +167.7% | -152.2% | -29.8% |
| YTD | -15.8% | +135.5% | -151.2% | -45.7% |
| 1Y | -0.3% | +143.4% | -143.7% | -37.3% |
| All | -8.4% | +247.4% | -255.7% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling