+121.4%
DAL vs HIG
+268.2%
-146.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.7% |
| 7D | +2.3% | -0.7% | +3.0% | +2.7% |
| 30D | +14.3% | +5.4% | +8.9% | +10.5% |
| 3M | +1.3% | -0.9% | +2.2% | +1.6% |
| 6M | +29.3% | +4.8% | +24.5% | +24.1% |
| YTD | +33.0% | +0.9% | +32.1% | +30.5% |
| 1Y | +59.8% | +6.5% | +53.4% | +51.3% |
| 3Y | +177.2% | +95.7% | +81.4% | +73.2% |
| 5Y | +118.4% | +107.1% | +11.3% | +31.3% |
| 10Y | +121.4% | +262.6% | -141.2% | -4.8% |
| All | +121.4% | +268.2% | -146.8% | -4.8% |
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