-27.6%
AAL vs HPQ
+276.6%
-304.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -2.0% |
| 7D | -0.1% | +3.2% | -3.2% | -1.9% |
| 30D | +11.7% | -3.6% | +15.3% | +13.4% |
| 3M | -12.5% | -5.3% | -7.3% | -11.9% |
| 6M | +3.6% | +41.1% | -37.5% | -21.1% |
| YTD | -14.1% | +36.9% | -51.0% | -34.7% |
| 1Y | +0.8% | +23.5% | -22.8% | -18.7% |
| 3Y | +11.8% | +19.6% | -7.8% | -11.2% |
| 5Y | -35.1% | +11.4% | -46.5% | -48.4% |
| 10Y | -68.3% | +160.6% | -228.9% | -86.5% |
| All | -27.6% | +276.6% | -304.3% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling