-27.8%
AAL vs HSY
+418.5%
-446.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.9% |
| 7D | -3.7% | -3.3% | -0.4% | -1.8% |
| 30D | -20.8% | -2.8% | -18.0% | -19.7% |
| 3M | -1.3% | -4.5% | +3.2% | +0.7% |
| 6M | +5.4% | -24.2% | +29.6% | +22.5% |
| YTD | -14.4% | -2.7% | -11.6% | -15.1% |
| 1Y | +2.1% | -3.7% | +5.8% | +1.2% |
| 3Y | -10.6% | -11.5% | +0.9% | -10.9% |
| 5Y | -32.2% | +10.3% | -42.6% | -44.6% |
| 10Y | -62.7% | +122.1% | -184.8% | -83.8% |
| All | -27.8% | +418.5% | -446.3% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling