-35.9%
AAL vs HPE
+368.2%
-404.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -2.0% |
| 7D | -1.3% | +13.6% | -14.9% | -7.2% |
| 30D | -13.7% | +7.7% | -21.5% | -17.2% |
| 3M | -8.2% | +22.4% | -30.5% | -17.9% |
| 6M | +13.1% | +172.6% | -159.5% | -37.4% |
| YTD | -15.6% | +147.5% | -163.1% | -51.0% |
| 1Y | +1.4% | +151.8% | -150.4% | -42.2% |
| 3Y | -7.4% | +267.1% | -274.5% | -61.1% |
| 5Y | -35.9% | +362.8% | -398.7% | -77.8% |
| All | -35.9% | +368.2% | -404.1% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling