+595.9%
AAOI vs HLT
+641.8%
-45.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.2% | -1.6% | +1.4% | +0.7% |
| 30D | -23.7% | -5.0% | -18.7% | -21.5% |
| 3M | -39.0% | -10.4% | -28.6% | -35.4% |
| 6M | -17.0% | +3.2% | -20.3% | -19.8% |
| YTD | +202.2% | +6.7% | +195.5% | +183.1% |
| 1Y | +292.4% | +10.3% | +282.1% | +256.7% |
| 3Y | +804.4% | +99.3% | +705.0% | +520.7% |
| 5Y | +1,318.0% | +143.7% | +1,174.3% | +751.5% |
| 10Y | +436.7% | +584.7% | -148.0% | +62.0% |
| All | +595.9% | +641.8% | -45.9% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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