-40.8%
AAL vs HDB
-24.7%
-16.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +1.0% |
| 7D | +4.6% | +13.3% | -8.7% | -1.9% |
| 30D | +2.6% | +13.6% | -11.0% | -4.0% |
| 3M | -17.8% | +5.8% | -23.5% | -20.4% |
| 6M | +1.9% | -1.9% | +3.8% | +1.8% |
| YTD | -14.0% | -31.2% | +17.2% | +2.9% |
| 1Y | +0.2% | -29.6% | +29.8% | +18.2% |
| 3Y | +13.0% | -10.1% | +23.1% | +12.2% |
| All | -40.8% | -24.7% | -16.0% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling