-64.8%
AAL vs HST
+97.2%
-162.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.0% |
| 7D | -3.7% | -1.0% | -2.7% | -2.9% |
| 30D | -20.8% | -12.3% | -8.6% | -12.1% |
| 3M | -1.3% | -6.4% | +5.1% | +4.0% |
| 6M | +5.4% | +15.0% | -9.6% | -5.8% |
| YTD | -14.4% | +30.5% | -44.9% | -30.9% |
| 1Y | +2.1% | +35.7% | -33.6% | -20.7% |
| 3Y | -10.6% | +68.4% | -78.9% | -41.4% |
| 5Y | -32.2% | +73.1% | -105.3% | -56.8% |
| All | -64.8% | +97.2% | -162.0% | -79.2% |
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