+416.0%
AAOI vs HBM
+619.2%
-203.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -0.2% | -3.3% | +3.1% | +1.1% |
| 30D | -23.7% | -4.8% | -18.9% | -22.2% |
| 3M | -39.0% | -0.4% | -38.6% | -38.2% |
| 6M | -17.0% | +17.9% | -34.9% | -20.4% |
| YTD | +202.2% | +33.7% | +168.5% | +175.2% |
| 1Y | +292.4% | +95.6% | +196.8% | +216.6% |
| 3Y | +804.4% | +458.1% | +346.3% | +430.0% |
| 5Y | +1,318.0% | +329.0% | +989.0% | +736.0% |
| All | +416.0% | +619.2% | -203.2% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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