+6.0%
AAL vs HD
-2.4%
+8.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.2% |
| 7D | +10.1% | +5.2% | +4.9% | +5.7% |
| 30D | +10.6% | +20.7% | -10.1% | -5.0% |
| 3M | -5.9% | +0.8% | -6.7% | -6.1% |
| 6M | +5.7% | +12.2% | -6.5% | -2.8% |
| YTD | -8.0% | +4.2% | -12.2% | -9.8% |
| 1Y | +6.0% | -2.6% | +8.6% | +6.4% |
| All | +6.0% | -2.4% | +8.4% | +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