-29.0%
AAL vs HPQ
+296.0%
-325.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | +1.0% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | -19.0% | +3.7% | -22.7% | -21.3% |
| 3M | -5.1% | +24.3% | -29.4% | -18.4% |
| 6M | +15.5% | +64.8% | -49.3% | -19.5% |
| YTD | -15.8% | +43.9% | -59.7% | -36.6% |
| 1Y | -0.3% | +11.7% | -12.0% | -12.5% |
| 3Y | -7.7% | +19.7% | -27.3% | -25.1% |
| 5Y | -32.5% | +32.2% | -64.7% | -51.0% |
| 10Y | -66.0% | +198.9% | -264.9% | -86.5% |
| All | -29.0% | +296.0% | -325.1% | -73.1% |
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 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