-35.9%
AAL vs HRB
+104.8%
-140.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.6% |
| 7D | -1.3% | -10.6% | +9.3% | +1.2% |
| 30D | -13.7% | -0.8% | -12.9% | -14.1% |
| 3M | -8.2% | +19.1% | -27.2% | -13.2% |
| 6M | +13.1% | +48.7% | -35.6% | -0.5% |
| YTD | -15.6% | +7.1% | -22.7% | -17.8% |
| 1Y | +1.4% | -8.3% | +9.7% | +3.7% |
| 3Y | -7.4% | +25.8% | -33.3% | -20.0% |
| 5Y | -35.9% | +111.1% | -147.0% | -54.8% |
| All | -35.9% | +104.8% | -140.8% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling