-64.8%
AAL vs HRB
+209.1%
-273.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -0.9% | -8.0% | +7.1% | +2.6% |
| 30D | -12.9% | -16.0% | +3.1% | -6.5% |
| 3M | -11.2% | +26.9% | -38.1% | -21.7% |
| 6M | +17.8% | +51.1% | -33.3% | -6.5% |
| YTD | -15.1% | +7.1% | -22.2% | -21.3% |
| 1Y | +0.5% | -9.6% | +10.1% | +0.6% |
| 3Y | -7.7% | +25.4% | -33.1% | -25.9% |
| 5Y | -31.3% | +114.9% | -146.3% | -60.9% |
| All | -64.8% | +209.1% | -273.9% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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