-35.2%
AAL vs HST
+82.3%
-117.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -0.1% | +3.6% | -3.7% | -3.1% |
| 30D | +11.7% | +11.2% | +0.5% | +1.8% |
| 3M | -12.5% | +13.1% | -25.6% | -21.6% |
| 6M | +3.6% | +23.9% | -20.3% | -14.6% |
| YTD | -14.1% | +52.3% | -66.4% | -40.7% |
| 1Y | +0.8% | +56.7% | -55.9% | -32.3% |
| 3Y | +11.8% | +87.5% | -75.7% | -36.8% |
| All | -35.2% | +82.3% | -117.5% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling