-66.0%
AAL vs HD
+204.3%
-270.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | 0.0% |
| 7D | -0.3% | -1.2% | +0.9% | +0.5% |
| 30D | -19.0% | -11.1% | -7.9% | -11.9% |
| 3M | -5.1% | +2.0% | -7.1% | -5.9% |
| 6M | +15.5% | -10.5% | +25.9% | +25.4% |
| YTD | -15.8% | -6.9% | -8.9% | -11.1% |
| 1Y | -0.3% | -23.2% | +22.9% | +19.6% |
| 3Y | -7.7% | +3.1% | -10.7% | -10.2% |
| 5Y | -32.5% | +7.4% | -39.9% | -37.7% |
| 10Y | -66.0% | +205.0% | -271.0% | -84.7% |
| All | -66.0% | +204.3% | -270.3% | -84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling