+1,334.5%
DAL vs HBM
+443.9%
+890.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.8% |
| 7D | +8.8% | -3.6% | +12.4% | +9.7% |
| 30D | +5.4% | -19.2% | +24.6% | +10.0% |
| 3M | -4.9% | -20.5% | +15.6% | -0.9% |
| 6M | +19.8% | -12.8% | +32.7% | +20.8% |
| YTD | +27.0% | +5.4% | +21.6% | +21.3% |
| 1Y | +52.5% | +33.0% | +19.5% | +38.5% |
| 3Y | +173.8% | +357.3% | -183.5% | +86.3% |
| 5Y | +104.5% | +210.4% | -105.8% | +43.8% |
| 10Y | +129.7% | +387.1% | -257.4% | +27.7% |
| All | +1,334.5% | +443.9% | +890.5% | +422.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling