+2.1%
AAL vs HD
-19.2%
+21.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.5% |
| 7D | -3.7% | -2.1% | -1.7% | -2.1% |
| 30D | -20.8% | -8.4% | -12.4% | -15.1% |
| 3M | -1.3% | +4.3% | -5.6% | -3.1% |
| 6M | +5.4% | -11.1% | +16.5% | +10.4% |
| YTD | -14.4% | -4.7% | -9.7% | -10.7% |
| 1Y | +2.1% | -19.8% | +21.9% | +6.4% |
| All | +2.1% | -19.2% | +21.3% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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