+126.4%
DAL vs HBM
+599.4%
-473.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.8% | -7.3% | -2.9% |
| 7D | +3.4% | +7.4% | -4.0% | +1.5% |
| 30D | -13.6% | +5.1% | -18.6% | -14.9% |
| 3M | +1.2% | +11.1% | -9.9% | -2.7% |
| 6M | +34.5% | +30.2% | +4.3% | +22.5% |
| YTD | +14.7% | +46.2% | -31.5% | +0.2% |
| 1Y | +29.2% | +120.0% | -90.8% | +1.0% |
| 3Y | +100.0% | +527.4% | -427.4% | +15.1% |
| 5Y | +106.3% | +400.4% | -294.1% | +18.2% |
| 10Y | +126.4% | +621.5% | -495.1% | -4.3% |
| All | +126.4% | +599.4% | -473.1% | -4.3% |
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