+416.0%
AAOI vs HL
+273.7%
+142.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.3% |
| 7D | -0.2% | -4.4% | +4.2% | +1.0% |
| 30D | -23.7% | +9.3% | -33.0% | -25.7% |
| 3M | -39.0% | +32.0% | -71.0% | -43.1% |
| 6M | -17.0% | -6.4% | -10.6% | -15.2% |
| YTD | +202.2% | +3.1% | +199.1% | +198.9% |
| 1Y | +292.4% | +77.6% | +214.8% | +243.1% |
| 3Y | +804.4% | +392.8% | +411.6% | +515.2% |
| 5Y | +1,318.0% | +234.1% | +1,083.9% | +891.0% |
| All | +416.0% | +273.7% | +142.3% | +196.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling