+98.5%
DAL vs HIG
+102.1%
-3.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -13.9% | -3.2% | -10.7% | -12.6% |
| 3M | +1.1% | +9.1% | -8.1% | -4.1% |
| 6M | +26.2% | -1.8% | +28.0% | +26.9% |
| YTD | +16.4% | +1.8% | +14.7% | +14.6% |
| 1Y | +33.9% | +4.6% | +29.3% | +29.4% |
| All | +98.5% | +102.1% | -3.6% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling