-27.6%
AAL vs HDB
+1,070.2%
-1,097.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +0.9% |
| 7D | +4.6% | +13.3% | -8.7% | -2.8% |
| 30D | +2.6% | +13.6% | -11.0% | -5.0% |
| 3M | -17.8% | +5.8% | -23.5% | -20.8% |
| 6M | +1.9% | -1.9% | +3.8% | +1.8% |
| YTD | -14.0% | -31.2% | +17.2% | +5.5% |
| 1Y | +0.2% | -29.6% | +29.8% | +21.0% |
| 3Y | +13.0% | -10.1% | +23.1% | +14.2% |
| 5Y | -39.6% | -24.3% | -15.3% | -33.4% |
| 10Y | -65.7% | +59.3% | -125.0% | -77.6% |
| All | -27.6% | +1,070.2% | -1,097.8% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling