-8.2%
AAL vs HPQ
+24.5%
-32.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | -1.8% |
| 7D | -1.3% | +2.2% | -3.5% | -2.3% |
| 30D | -13.7% | +9.7% | -23.5% | -17.4% |
| 3M | -8.2% | +32.7% | -40.9% | -19.7% |
| 6M | +13.1% | +77.7% | -64.6% | -17.4% |
| YTD | -15.6% | +51.0% | -66.6% | -32.7% |
| 1Y | +1.4% | +18.4% | -17.0% | -6.8% |
| All | -8.2% | +24.5% | -32.7% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling