-32.2%
AAL vs DHR
-29.9%
-2.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.2% |
| 7D | -0.9% | -5.0% | +4.1% | +1.2% |
| 30D | -16.0% | -3.3% | -12.6% | -14.9% |
| 3M | -4.2% | +9.4% | -13.7% | -9.1% |
| 6M | +15.7% | +3.2% | +12.5% | +12.6% |
| YTD | -16.2% | -12.0% | -4.1% | -12.3% |
| 1Y | +0.2% | +4.9% | -4.7% | -3.9% |
| 3Y | -8.1% | -7.4% | -0.7% | -10.0% |
| 5Y | -32.2% | -29.8% | -2.4% | -39.3% |
| All | -32.2% | -29.9% | -2.3% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 5y: compounded portfolio wealth divided by compounded DHR 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…
5y analysis · Full analysis span regression · 6 months rolling