-27.8%
AAL vs HRB
+335.4%
-363.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +3.4% |
| 7D | -3.7% | -5.7% | +1.9% | -0.7% |
| 30D | -20.8% | +7.9% | -28.7% | -25.4% |
| 3M | -1.3% | +32.1% | -33.4% | -18.1% |
| 6M | +5.4% | +62.2% | -56.9% | -25.2% |
| YTD | -14.4% | +16.4% | -30.8% | -26.9% |
| 1Y | +2.1% | -0.3% | +2.4% | -5.4% |
| 3Y | -10.6% | +36.0% | -46.6% | -35.4% |
| 5Y | -32.2% | +125.2% | -157.4% | -66.5% |
| 10Y | -62.7% | +237.7% | -300.4% | -87.7% |
| All | -27.8% | +335.4% | -363.2% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling