+352.5%
AAOI vs HL
+134.7%
+217.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +6.6% |
| 7D | -0.7% | +1.5% | -2.1% | -2.0% |
| 30D | -17.9% | +25.1% | -43.0% | -28.7% |
| 3M | -48.0% | +22.9% | -70.9% | -54.2% |
| 6M | +5.8% | -4.9% | +10.7% | +5.6% |
| YTD | +202.7% | +7.8% | +194.9% | +169.4% |
| 1Y | +352.5% | +133.9% | +218.6% | +153.6% |
| All | +352.5% | +134.7% | +217.8% | +153.6% |
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