-40.8%
AAL vs HUT
-31.8%
-9.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +14.6% | -12.6% | -0.4% |
| 7D | +4.6% | -11.4% | +16.0% | +5.2% |
| 30D | +2.6% | -41.0% | +43.6% | +9.8% |
| 3M | -17.8% | -41.9% | +24.1% | -12.6% |
| 6M | +1.9% | -51.7% | +53.5% | +9.2% |
| YTD | -14.0% | +14.6% | -28.6% | -23.1% |
| 1Y | +0.2% | +21.4% | -21.2% | -12.9% |
| 3Y | +13.0% | +359.8% | -346.8% | -34.4% |
| All | -40.8% | -31.8% | -9.0% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling