-64.8%
AAL vs HPQ
+259.7%
-324.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.4% | -7.2% | -3.3% |
| 7D | -0.9% | +9.8% | -10.7% | -6.1% |
| 30D | -12.9% | +22.4% | -35.2% | -22.6% |
| 3M | -11.2% | +45.2% | -56.4% | -29.0% |
| 6M | +17.8% | +96.4% | -78.6% | -23.6% |
| YTD | -15.1% | +65.4% | -80.5% | -39.4% |
| 1Y | +0.5% | +31.6% | -31.1% | -18.2% |
| 3Y | -7.7% | +37.0% | -44.7% | -29.4% |
| 5Y | -31.3% | +53.0% | -84.3% | -53.0% |
| All | -64.8% | +259.7% | -324.5% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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