-0.3%
AAL vs HST
+36.9%
-37.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -0.3% | +2.0% | -2.3% | -1.9% |
| 30D | -19.0% | -5.2% | -13.8% | -15.4% |
| 3M | -5.1% | -6.2% | +1.2% | -0.4% |
| 6M | +15.5% | +20.4% | -5.0% | -1.3% |
| YTD | -15.8% | +30.6% | -46.4% | -29.6% |
| 1Y | -0.3% | +37.4% | -37.7% | -21.0% |
| All | -0.3% | +36.9% | -37.2% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HST 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling