+132.2%
DAL vs HIG
+322.3%
-190.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.5% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | -13.9% | -3.2% | -10.7% | -12.2% |
| 3M | +1.1% | +9.1% | -8.1% | -5.1% |
| 6M | +26.2% | -1.8% | +28.0% | +26.5% |
| YTD | +16.4% | +1.8% | +14.7% | +13.9% |
| 1Y | +33.9% | +4.6% | +29.3% | +28.1% |
| 3Y | +93.4% | +101.6% | -8.3% | +18.8% |
| 5Y | +106.4% | +124.5% | -18.1% | +18.2% |
| All | +132.2% | +322.3% | -190.2% | -5.3% |
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