+121.4%
DAL vs HBM
+274.8%
-153.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | +2.3% | -1.3% | +3.6% | +2.6% |
| 30D | +14.3% | -14.8% | +29.1% | +18.7% |
| 3M | +1.3% | -20.7% | +22.0% | +6.5% |
| 6M | +29.3% | -13.9% | +43.2% | +30.8% |
| YTD | +33.0% | +10.6% | +22.4% | +23.9% |
| 1Y | +59.8% | +32.4% | +27.5% | +42.0% |
| 3Y | +177.2% | +432.0% | -254.8% | +65.2% |
| 5Y | +118.4% | +205.5% | -87.1% | +41.1% |
| 10Y | +121.4% | +291.1% | -169.7% | +4.2% |
| All | +121.4% | +274.8% | -153.4% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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