-75.5%
AAL vs HUT
+422.3%
-497.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -5.0% | +0.6% |
| 7D | -3.7% | +17.8% | -21.5% | -5.5% |
| 30D | -20.8% | +0.8% | -21.7% | -21.2% |
| 3M | -1.3% | -26.8% | +25.5% | +0.6% |
| 6M | +5.4% | +72.6% | -67.2% | -3.3% |
| YTD | -14.4% | +103.6% | -118.0% | -23.7% |
| 1Y | +2.1% | +265.3% | -263.2% | -16.3% |
| 3Y | -10.6% | +689.4% | -700.0% | -37.7% |
| 5Y | -32.2% | +75.3% | -107.6% | -51.5% |
| All | -75.5% | +422.3% | -497.8% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling