+59.1%
DAL vs HBM
+31.9%
+27.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +1.1% |
| 7D | +10.7% | +2.4% | +8.3% | +10.2% |
| 30D | +12.5% | -16.0% | +28.5% | +15.8% |
| 3M | +3.6% | -21.3% | +25.0% | +7.5% |
| 6M | +26.7% | -12.2% | +39.0% | +26.3% |
| YTD | +34.3% | +10.7% | +23.6% | +20.6% |
| 1Y | +59.1% | +30.3% | +28.8% | +31.9% |
| All | +59.1% | +31.9% | +27.3% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling