-69.5%
AAL vs HPE
+595.7%
-665.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.4% | -5.8% |
| 7D | -0.3% | +10.1% | -10.5% | -5.9% |
| 30D | -19.0% | +5.3% | -24.3% | -22.2% |
| 3M | -5.1% | +12.7% | -17.8% | -13.6% |
| 6M | +15.5% | +167.7% | -152.2% | -40.6% |
| YTD | -15.8% | +135.5% | -151.2% | -53.6% |
| 1Y | -0.3% | +143.4% | -143.7% | -46.7% |
| 3Y | -7.7% | +249.2% | -256.8% | -63.3% |
| 5Y | -32.5% | +343.8% | -376.4% | -77.5% |
| 10Y | -66.0% | +495.9% | -561.8% | -90.6% |
| All | -69.5% | +595.7% | -665.2% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling