-27.8%
AAL vs HDB
+979.0%
-1,006.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.5% |
| 7D | -3.7% | +0.4% | -4.2% | -4.0% |
| 30D | -20.8% | -2.8% | -18.0% | -19.5% |
| 3M | -1.3% | -3.5% | +2.3% | +0.1% |
| 6M | +5.4% | -24.7% | +30.1% | +23.4% |
| YTD | -14.4% | -36.6% | +22.2% | +10.7% |
| 1Y | +2.1% | -34.4% | +36.5% | +28.7% |
| 3Y | -10.6% | -24.4% | +13.8% | +0.5% |
| 5Y | -32.2% | -35.4% | +3.1% | -17.9% |
| 10Y | -62.7% | +39.5% | -102.3% | -73.6% |
| All | -27.8% | +979.0% | -1,006.8% | -87.8% |
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