+113.0%
DAL vs HIG
+107.2%
+5.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.1% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | +9.1% | +4.4% | +4.7% | +6.0% |
| 3M | -3.5% | 0.0% | -3.5% | -3.8% |
| 6M | +23.4% | +3.8% | +19.6% | +18.8% |
| YTD | +26.0% | +0.7% | +25.4% | +23.7% |
| 1Y | +44.6% | +5.0% | +39.6% | +37.4% |
| 3Y | +162.7% | +95.3% | +67.4% | +48.4% |
| 5Y | +113.0% | +110.8% | +2.2% | +11.5% |
| All | +113.0% | +107.2% | +5.8% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling