+122.8%
DAL vs HIG
+276.3%
-153.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +3.6% |
| 7D | +8.8% | +1.1% | +7.7% | +8.1% |
| 30D | +5.4% | +5.6% | -0.2% | +1.7% |
| 3M | -4.9% | -6.9% | +1.9% | -0.9% |
| 6M | +19.8% | +1.3% | +18.6% | +17.6% |
| YTD | +27.0% | -1.5% | +28.4% | +26.5% |
| 1Y | +52.5% | +6.6% | +45.8% | +44.1% |
| 3Y | +173.8% | +91.2% | +82.7% | +73.6% |
| 5Y | +104.5% | +106.1% | -1.5% | +23.4% |
| All | +122.8% | +276.3% | -153.5% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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