+100.9%
AAOI vs HL
+22.6%
+78.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +13.2% | -20.5% | -15.0% |
| 7D | -27.9% | +0.2% | -28.1% | -28.5% |
| 30D | -51.2% | -12.1% | -39.1% | -47.4% |
| 3M | -55.0% | -2.8% | -52.1% | -55.2% |
| 6M | -65.7% | -14.9% | -50.8% | -62.5% |
| YTD | +70.0% | -22.0% | +92.1% | +81.5% |
| 1Y | +100.9% | +25.0% | +75.9% | +83.2% |
| All | +100.9% | +22.6% | +78.4% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling