-65.4%
AAL vs HD
+272.9%
-338.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.5% | +5.4% |
| 7D | +8.3% | +3.6% | +4.7% | +5.7% |
| 30D | +11.0% | +21.6% | -10.6% | -3.4% |
| 3M | -11.2% | +0.1% | -11.3% | -11.3% |
| 6M | +6.1% | +13.0% | -6.9% | -2.3% |
| YTD | -7.6% | +4.9% | -12.6% | -10.5% |
| 1Y | +3.7% | -2.1% | +5.8% | +5.0% |
| 3Y | +20.5% | +32.6% | -12.1% | -1.8% |
| 5Y | -36.4% | +8.2% | -44.6% | -41.6% |
| 10Y | -65.4% | +257.9% | -323.4% | -85.5% |
| All | -65.4% | +272.9% | -338.4% | -85.5% |
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