-75.9%
AAL vs HUT
+455.5%
-531.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.0% | -2.4% |
| 7D | -0.3% | +28.3% | -28.6% | -3.1% |
| 30D | -19.0% | +12.3% | -31.3% | -20.4% |
| 3M | -5.1% | -16.8% | +11.7% | -4.5% |
| 6M | +15.5% | +111.4% | -95.9% | +3.5% |
| YTD | -15.8% | +116.6% | -132.4% | -25.5% |
| 1Y | -0.3% | +290.5% | -290.8% | -18.9% |
| 3Y | -7.7% | +792.3% | -799.9% | -36.5% |
| 5Y | -32.5% | +94.1% | -126.6% | -52.1% |
| All | -75.9% | +455.5% | -531.4% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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