-67.1%
AAL vs HST
+142.8%
-210.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | +4.6% | -2.7% | +7.3% | +7.0% |
| 30D | +2.6% | +10.7% | -8.1% | -5.6% |
| 3M | -17.8% | +6.3% | -24.0% | -21.8% |
| 6M | +1.9% | +19.0% | -17.1% | -11.8% |
| YTD | -14.0% | +47.0% | -61.1% | -37.1% |
| 1Y | +0.2% | +53.4% | -53.2% | -29.3% |
| 3Y | +13.0% | +78.0% | -65.0% | -29.4% |
| 5Y | -39.6% | +71.7% | -111.3% | -61.6% |
| All | -67.1% | +142.8% | -210.0% | -80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling