-32.8%
AAL vs HUT
+71.6%
-104.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -5.0% | +0.2% |
| 7D | -3.7% | +17.8% | -21.5% | -6.4% |
| 30D | -20.8% | +0.8% | -21.7% | -21.4% |
| 3M | -1.3% | -26.8% | +25.5% | +1.5% |
| 6M | +5.4% | +72.6% | -67.2% | -7.8% |
| YTD | -14.4% | +103.6% | -118.0% | -28.4% |
| 1Y | +2.1% | +265.3% | -263.2% | -25.2% |
| 3Y | -10.6% | +689.4% | -700.0% | -50.7% |
| All | -32.8% | +71.6% | -104.4% | -61.5% |
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