+122.8%
DAL vs HAS
+101.4%
+21.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +8.8% | -0.2% | +8.9% | +9.0% |
| 30D | +5.4% | +31.0% | -25.6% | -7.4% |
| 3M | -4.9% | +30.7% | -35.6% | -16.5% |
| 6M | +19.8% | +23.9% | -4.1% | +6.8% |
| YTD | +27.0% | +48.3% | -21.3% | +3.0% |
| 1Y | +52.5% | +60.2% | -7.8% | +19.1% |
| 3Y | +173.8% | +189.2% | -15.4% | +56.2% |
| 5Y | +104.5% | +50.4% | +54.1% | +57.8% |
| All | +122.8% | +101.4% | +21.5% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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