-27.6%
AAL vs HD
+1,405.0%
-1,432.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.8% | +3.7% |
| 7D | +4.6% | +4.3% | +0.3% | +0.4% |
| 30D | +2.6% | +20.2% | -17.6% | -14.5% |
| 3M | -17.8% | -1.0% | -16.8% | -17.4% |
| 6M | +1.9% | +7.9% | -6.1% | -5.6% |
| YTD | -14.0% | +2.0% | -16.0% | -16.1% |
| 1Y | +0.2% | -4.3% | +4.5% | +3.3% |
| 3Y | +13.0% | +25.9% | -12.9% | -13.2% |
| 5Y | -39.6% | +5.8% | -45.4% | -47.2% |
| 10Y | -65.7% | +262.5% | -328.2% | -93.3% |
| All | -27.6% | +1,405.0% | -1,432.6% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling