-68.3%
AAL vs HDB
+62.8%
-131.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -4.9% |
| 7D | +2.9% | +4.1% | -1.2% | +0.8% |
| 30D | +6.5% | +13.0% | -6.5% | -0.4% |
| 3M | -10.9% | +11.3% | -22.1% | -16.2% |
| 6M | +4.9% | +6.9% | -2.1% | +0.1% |
| YTD | -13.2% | -29.6% | +16.5% | +4.0% |
| 1Y | -1.1% | -29.5% | +28.4% | +18.1% |
| 3Y | +12.8% | -8.1% | +20.9% | +12.3% |
| 5Y | -34.4% | -23.4% | -11.0% | -29.0% |
| All | -68.3% | +62.8% | -131.0% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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