-65.2%
AAL vs HSY
+130.0%
-195.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -16.0% | -3.4% | -12.5% | -15.2% |
| 3M | -4.2% | -0.5% | -3.7% | -4.3% |
| 6M | +15.7% | -19.1% | +34.8% | +22.4% |
| YTD | -16.2% | -2.1% | -14.1% | -16.6% |
| 1Y | +0.2% | -3.2% | +3.5% | -0.1% |
| 3Y | -8.1% | -8.8% | +0.7% | -8.1% |
| 5Y | -32.2% | +13.0% | -45.1% | -39.5% |
| All | -65.2% | +130.0% | -195.2% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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