+13.0%
AAL vs HST
+77.0%
-64.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | +4.6% | -2.7% | +7.3% | +7.4% |
| 30D | +2.6% | +10.7% | -8.1% | -6.8% |
| 3M | -17.8% | +6.3% | -24.0% | -22.4% |
| 6M | +1.9% | +19.0% | -17.1% | -14.2% |
| YTD | -14.0% | +47.0% | -61.1% | -40.4% |
| 1Y | +0.2% | +53.4% | -53.2% | -33.4% |
| 3Y | +13.0% | +78.0% | -65.0% | -36.5% |
| All | +13.0% | +77.0% | -64.0% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling