+381.8%
DAL vs HAS
+562.5%
-180.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.7% | -3.4% |
| 7D | +4.6% | 0.0% | +4.6% | +4.7% |
| 30D | +2.3% | +31.3% | -29.0% | -12.0% |
| 3M | -8.1% | +32.1% | -40.2% | -21.3% |
| 6M | +21.4% | +28.1% | -6.7% | +4.3% |
| YTD | +24.3% | +49.1% | -24.8% | -2.5% |
| 1Y | +47.4% | +60.5% | -13.2% | +10.9% |
| 3Y | +164.6% | +183.9% | -19.3% | +39.8% |
| 5Y | +100.2% | +51.2% | +49.0% | +45.8% |
| 10Y | +124.9% | +105.3% | +19.6% | +20.2% |
| All | +381.8% | +562.5% | -180.7% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling